Banco Santander Brasil SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:35.51% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0817 | 7.81 | |
| 0.0591 | 20.19 | |
| 0.9784 | 284.58 | |
| 7.1000 | 3.19 |
Estimation Period:
Oct 7, 2009 to Dec 31, 2025
Oct 7, 2009 to Dec 31, 2025
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