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

V-Lab

Banco Santander Brasil SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:35.48% (+0.30%)

Analysis last updated: Friday, August 22, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0993	8.18
$α$	0.0197	9.67
$β$	0.9433	343.65
$γ$	0.0408	7.09

Estimation Period:
Oct 7, 2009 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts