Banco Santander Sa AGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:30.70% (-5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6750 | 13.08 | |
| 0.1865 | 12.99 | |
| 0.5802 | 24.51 | |
| 0.7265 | 10.11 |
Estimation Period:
Nov 16, 2022 to Aug 29, 2025
Nov 16, 2022 to Aug 29, 2025
News Impact Curve
Volatility Forecasts
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