Banco Santander Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:27.27% (-3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7756 | 13.34 | |
| 0.0818 | 5.46 | |
| 0.5765 | 22.44 | |
| 0.2032 | 4.49 |
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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