Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.44%
increased by 2.67%
1 Week
22.62%
increased by 2.85%
1 Month
23.23%
increased by 3.46%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0490 | 25.03 | |
| 0.0537 | 20.69 | |
| 0.8973 | 423.24 | |
| 0.0649 | 9.98 |
Estimation Period:
Dec 14, 1993 to Jun 5, 2026
Dec 14, 1993 to Jun 5, 2026
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