V-Lab: Banco Santander Brasil SA GJR-GARCH Volatility Analysis

V-Lab

Banco Santander Brasil SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:36.75% (-0.70%)

Analysis last updated: Friday, July 25, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1001	8.18
$α$	0.0198	9.68
$β$	0.9429	341.38
$γ$	0.0414	7.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts