Banco Santander Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:31.19% (-5.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1388 | 13.99 | |
| 0.4572 | 25.52 | |
| 0.2222 | 12.46 | |
| 0.2059 | 7.49 | |
| 1.0000 | 13.26 | |
| 0.0000 | 0.00 |
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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