Simon Property Group Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.05%
increased by 0.67%
1 Week
22.33%
increased by 0.95%
1 Month
23.34%
increased by 1.96%
Analysis last updated: Saturday, June 13, 2026 at 12:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 18.81 | |
| 0.1839 | 48.04 | |
| 0.9823 | 1,340.10 | |
| -0.0476 | -12.54 |
Estimation Period:
Dec 14, 1993 to Jun 12, 2026
Dec 14, 1993 to Jun 12, 2026
Other EGARCH Analyses on Real Estate