Banco Santander Brasil SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:38.08% (+8.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0912 | 6.23 | |
| 0.0516 | 4.46 | |
| 0.9147 | 51.18 | |
| 0.0419 | 2.10 | |
| -0.0712 | -2.57 | |
| 0.0413 | 3.20 |
Estimation Period:
Oct 7, 2009 to Dec 5, 2025
Oct 7, 2009 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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