Fii Mogno Hoteis GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
49.20%
decreased by 3.89%
1 Week
48.45%
decreased by 4.64%
1 Month
46.32%
decreased by 6.77%
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 | |
|---|---|---|
| 0.4088 | 6.38 | |
| 0.0808 | 5.56 | |
| 0.8156 | 61.52 | |
| 0.0899 | 3.22 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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