Banco Santander Brasil SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:39.02% (+10.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1008 | 8.55 | |
| 0.0201 | 9.84 | |
| 0.9431 | 340.45 | |
| 0.0399 | 7.09 |
Estimation Period:
Oct 7, 2009 to Dec 5, 2025
Oct 7, 2009 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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