Banco Santander Brasil SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:30.49% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0959 | 6.20 | |
| 0.0514 | 4.46 | |
| 0.9155 | 51.82 | |
| 0.0431 | 2.14 | |
| -0.0734 | -2.62 | |
| 0.0429 | 3.27 |
Estimation Period:
Oct 7, 2009 to Nov 7, 2025
Oct 7, 2009 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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