Banco Santander Brasil SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.88% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8415 | 7.35 | |
| 0.0528 | 4.71 | |
| 0.9179 | 58.49 | |
| -0.0056 | -1.58 |
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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