Simon Property Group Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.24%
increased by 0.87%
1 Week
24.35%
increased by 0.98%
1 Month
24.74%
increased by 1.37%
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 | |
|---|---|---|
| 0.0525 | 23.29 | |
| 0.0977 | 40.82 | |
| 0.8843 | 371.10 |
Estimation Period:
Dec 14, 1993 to Jun 12, 2026
Dec 14, 1993 to Jun 12, 2026
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