Banco Santander Brasil SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:32.98% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0862 | 7.85 | |
| 0.0596 | 20.14 | |
| 0.9784 | 286.08 | |
| 7.1299 | 3.20 |
Estimation Period:
Oct 7, 2009 to Nov 7, 2025
Oct 7, 2009 to Nov 7, 2025
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