Fii Mogno Hoteis APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
48.91%
decreased by 3.82%
1 Week
48.53%
decreased by 4.20%
1 Month
47.41%
decreased by 5.32%
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 | |
|---|---|---|
| 0.3003 | 5.26 | |
| 0.1268 | 12.61 | |
| 0.8306 | 58.49 | |
| 0.2149 | 3.34 | |
| 1.7155 | 15.76 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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