V-Lab: Banco Santander Brasil SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Banco Santander Brasil SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:29.52% (-0.66%)

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
$ω$	1.1010	6.12
$α$	0.0531	4.51
$β$	0.9136	51.27
$γ_{1}$	0.0463	2.16
$γ_{2}$	-0.0775	-2.60
$γ_{3}$	0.0438	3.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts