Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.10% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 25.08 | |
| 0.0549 | 20.73 | |
| 0.8958 | 416.67 | |
| 0.0653 | 9.93 |
Estimation Period:
Dec 14, 1993 to Feb 13, 2026
Dec 14, 1993 to Feb 13, 2026
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