V-Lab: Banco Santander Brasil SA MF2-GARCH Volatility Analysis

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Banco Santander Brasil SA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:28.83% (+0.05%)

Analysis last updated: Tuesday, November 11, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0108	6.87
$β$	0.9572	328.59
$γ$	0.0381	15.20
$λ_{1}$	4.3613	0.42
$λ_{2}$	0.2409	0.50
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 7, 2009 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts