Fii Mogno Hoteis Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
55.88%
decreased by 9.96%
1 Week
55.46%
decreased by 10.38%
1 Month
55.09%
decreased by 10.75%
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 | |
|---|---|---|
| 1.8494 | 2.85 | |
| 0.1994 | 3.98 | |
| 0.4999 | 4.64 | |
| 3.7381 | 3.01 | |
| -4.8216 | -2.56 | |
| 2.2083 | 1.68 | |
| -2.8083 | -2.09 | |
| 3.1294 | 1.81 |
Estimation Period:
May 14, 2020 to Jun 5, 2026
May 14, 2020 to Jun 5, 2026
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