V-Lab: Banco Santander Brasil SA GAS-GARCH Student T Volatility Analysis

V-Lab

Banco Santander Brasil SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:28.08% (-1.02%)

Analysis last updated: Wednesday, June 18, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1688	7.72
$α$	0.0614	19.88
$β$	0.9779	276.56
$ν$	7.0755	3.25

Estimation Period:
Oct 7, 2009 to Jun 18, 2025