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 Tuesday, May 20th, 2025:34.87% (-0.42%)

Analysis last updated: Tuesday, May 20, 2025 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1018	6.08
$α$	0.0533	4.52
$β$	0.9137	51.43
$γ_{1}$	0.0468	2.15
$γ_{2}$	-0.0777	-2.56
$γ_{3}$	0.0431	3.00

Estimation Period:
Oct 7, 2009 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts