Banco Santander Brasil SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:29.23% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 8.16 | |
| 0.0190 | 9.63 | |
| 0.9444 | 353.58 | |
| 0.0410 | 7.35 |
Estimation Period:
Oct 7, 2009 to Nov 7, 2025
Oct 7, 2009 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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