CBOE Brazil ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0120	7.44
$β$	0.9560	292.90
$γ$	0.0367	14.21
$λ_{1}$	4.5168	0.35
$λ_{2}$	0.2170	0.41
$λ_{3}$	0.0000	0.00

V-Lab

Banco Santander Brasil SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:35.48% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Banco Santander Brasil SA Analyses