Banco Santander Brasil SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:36.54% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0949 | 7.78 | |
| 0.0595 | 20.03 | |
| 0.9782 | 282.64 | |
| 7.0788 | 3.21 |
Estimation Period:
Oct 7, 2009 to Dec 5, 2025
Oct 7, 2009 to Dec 5, 2025
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