Banco Santander Brasil SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:34.05% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0904 | 6.24 | |
| 0.0511 | 4.47 | |
| 0.9155 | 51.75 | |
| 0.0414 | 2.10 | |
| -0.0706 | -2.58 | |
| 0.0413 | 3.22 |
Estimation Period:
Oct 7, 2009 to Dec 31, 2025
Oct 7, 2009 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other Banco Santander Brasil SA Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts