Fii Mogno Hoteis Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
46.86%
decreased by 11.59%
1 Week
43.95%
decreased by 14.50%
1 Month
41.41%
decreased by 17.04%
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 | |
|---|---|---|
| 1.8404 | 2.87 | |
| 0.2026 | 4.03 | |
| 0.4743 | 4.04 | |
| 3.7009 | 3.03 | |
| -4.7285 | -2.56 | |
| 2.0428 | 1.65 | |
| -2.4066 | -2.20 | |
| 1.9446 | 2.39 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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