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 Monday, July 28th, 2025:34.01% (-0.92%)

Analysis last updated: Friday, July 25, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0983	6.14
$α$	0.0529	4.51
$β$	0.9137	51.30
$γ_{1}$	0.0451	2.14
$γ_{2}$	-0.0757	-2.58
$γ_{3}$	0.0428	3.10

Estimation Period:
Oct 7, 2009 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts