Banco Santander Brasil SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.47% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 8.55 | |
| 0.0195 | 9.74 | |
| 0.9441 | 351.22 | |
| 0.0396 | 7.21 |
Estimation Period:
Oct 7, 2009 to Feb 6, 2026
Oct 7, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Banco Santander Brasil SA Analyses
Other GJR-GARCH Analyses on Depositary Receipts