Simon Property Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.05% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 18.97 | |
| 0.1859 | 48.15 | |
| 0.9821 | 1,332.60 | |
| -0.0476 | -12.48 |
Estimation Period:
Dec 14, 1993 to Feb 20, 2026
Dec 14, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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