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 Monday, July 28th, 2025:35.87% (-1.53%)

Analysis last updated: Friday, July 25, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1716	7.87
$α$	0.0611	19.79
$β$	0.9777	278.87
$ν$	7.1303	3.21

Estimation Period:
Oct 7, 2009 to Jul 25, 2025