Fii Mogno Hoteis MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 12th, 2026
1 Day
58.39%
increased by 7.52%
1 Week
60.35%
increased by 9.48%
1 Month
67.64%
increased by 16.77%
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 | |
|---|---|---|
| 0.4630 | 5.73 | |
| 0.3786 | 11.95 | |
| 0.6214 | 31.49 |
Estimation Period:
May 26, 2020 to Jun 5, 2026
May 26, 2020 to Jun 5, 2026
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