Fii Mogno Hoteis GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
413.41%
decreased by 55.07%
1 Week
414.28%
decreased by 54.20%
1 Month
417.34%
decreased by 51.14%
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 | |
|---|---|---|
| 754.4419 | 7.01 | |
| 0.1362 | 69.36 | |
| 0.9809 | 400.52 | |
| 2.0081 | 6,605.55 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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