Banco Santander Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:33.37% (-5.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9882 | 6.55 | |
| 0.1818 | 2.86 | |
| 0.6285 | 5.38 | |
| -0.0041 | -0.11 |
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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