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V-Lab

Fii Mogno Hoteis AGARCH Volatility Analysis

Volatility prediction for Friday, June 12th, 2026

1 Day

53.97%

decreased by 9.30%

1 Week

51.88%

decreased by 11.39%

1 Month

47.53%

decreased by 15.74%

Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fii Mogno Hoteis AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.83579.05
α0.205319.63
β0.673759.16
γ0.56982.59
Estimation Period:
May 14, 2020 to Jun 5, 2026