Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.47%
increased by 0.40%
1 Week
21.69%
increased by 0.62%
1 Month
22.44%
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 | |
|---|---|---|
| 0.0491 | 25.07 | |
| 0.0538 | 20.73 | |
| 0.8972 | 423.41 | |
| 0.0648 | 9.97 |
Estimation Period:
Dec 14, 1993 to Jun 12, 2026
Dec 14, 1993 to Jun 12, 2026
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