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

V-Lab

Banco Santander Brasil SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:29.72% (-0.37%)

Analysis last updated: Wednesday, June 18, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0124	7.60
$β$	0.9550	304.33
$γ$	0.0385	14.58
$λ_{1}$	4.6501	0.35
$λ_{2}$	0.2062	0.41
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 7, 2009 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts