Simon Property Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.72% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5369 | 8.12 | |
| 0.0857 | 31.85 | |
| 0.9822 | 420.12 | |
| 6.4353 | 7.51 |
Estimation Period:
Dec 14, 1993 to Feb 20, 2026
Dec 14, 1993 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on Real Estate