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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fii Mogno Hoteis MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m126
α0.07083.60
β0.802539.64
γ0.09194.06
λ10.03631.30
λ20.00981.70
λ30.9870122.28
Estimation Period:
May 14, 2020 to Jun 5, 2026