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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8357 | 9.05 | |
| 0.2053 | 19.63 | |
| 0.6737 | 59.16 | |
| 0.5698 | 2.59 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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