Fii Mogno Hoteis MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
51.46%
decreased by 3.46%
1 Week
51.41%
decreased by 3.51%
1 Month
51.35%
decreased by 3.57%
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 | |
|---|---|---|
| 126 | ||
| 0.0708 | 3.60 | |
| 0.8025 | 39.64 | |
| 0.0919 | 4.06 | |
| 0.0363 | 1.30 | |
| 0.0098 | 1.70 | |
| 0.9870 | 122.28 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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