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

Skip to main content

V-Lab

Banco Santander Brasil SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:37.79% (+9.95%)

Analysis last updated: Saturday, December 6, 2025 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0125	7.61
$β$	0.9553	283.05
$γ$	0.0369	13.98
$λ_{1}$	4.5367	0.35
$λ_{2}$	0.2170	0.41
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 7, 2009 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts