Fii Mogno Hoteis Asy. MEM Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
54.85%
increased by 5.42%
1 Week
56.42%
increased by 6.99%
1 Month
62.00%
increased by 12.57%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4524 | 10.29 | |
| 0.3044 | 15.28 | |
| 0.6303 | 33.36 | |
| 0.1134 | 2.46 |
Estimation Period:
May 26, 2020 to Jun 5, 2026
May 26, 2020 to Jun 5, 2026
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