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

V-Lab

Banco Santander Brasil SA GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:33.49% (-0.32%)

Analysis last updated: Tuesday, May 20, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1021	8.36
$α$	0.0209	9.95
$β$	0.9421	335.37
$γ$	0.0404	6.90

Estimation Period:
Oct 7, 2009 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts