Simon Property Group Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.88% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 23.25 | |
| 0.0992 | 40.80 | |
| 0.8829 | 366.06 |
Estimation Period:
Dec 14, 1993 to Feb 13, 2026
Dec 14, 1993 to Feb 13, 2026
News Impact Curve
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