Simon Property Group Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.42% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 19.83 | |
| 0.0945 | 41.37 | |
| 0.8865 | 373.24 | |
| 0.3649 | 15.55 |
Estimation Period:
Dec 14, 1993 to Feb 20, 2026
Dec 14, 1993 to Feb 20, 2026
News Impact Curve
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