Fii Mogno Hoteis GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
55.18%
decreased by 4.70%
1 Week
54.22%
decreased by 5.66%
1 Month
51.38%
decreased by 8.50%
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 | |
|---|---|---|
| 0.4219 | 7.59 | |
| 0.1362 | 13.19 | |
| 0.8107 | 57.39 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
Other Fii Mogno Hoteis Analyses
Other GARCH Analyses on Real Estate