Banco Santander Brasil SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.81% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1003 | 8.68 | |
| 0.0200 | 9.87 | |
| 0.9434 | 347.10 | |
| 0.0394 | 7.11 |
Estimation Period:
Oct 7, 2009 to Feb 13, 2026
Oct 7, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Banco Santander Brasil SA Analyses
Other GJR-GARCH Analyses on Depositary Receipts