Banco Santander Brasil SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.13% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0888 | 6.25 | |
| 0.0508 | 4.47 | |
| 0.9158 | 51.91 | |
| 0.0406 | 2.08 | |
| -0.0693 | -2.56 | |
| 0.0407 | 3.23 |
Estimation Period:
Oct 7, 2009 to Feb 6, 2026
Oct 7, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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