Fii Mogno Hoteis EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
50.27%
decreased by 3.71%
1 Week
50.25%
decreased by 3.73%
1 Month
50.20%
decreased by 3.78%
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 | |
|---|---|---|
| 0.1480 | 4.81 | |
| 0.2286 | 13.35 | |
| 0.9356 | 74.91 | |
| -0.0553 | -2.87 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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