Banco Santander Brasil SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:35.53% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0989 | 8.53 | |
| 0.0196 | 9.75 | |
| 0.9439 | 349.19 | |
| 0.0398 | 7.20 |
Estimation Period:
Oct 7, 2009 to Dec 31, 2025
Oct 7, 2009 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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