Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.45% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 25.09 | |
| 0.0549 | 20.80 | |
| 0.8958 | 416.84 | |
| 0.0653 | 9.94 |
Estimation Period:
Dec 14, 1993 to Feb 20, 2026
Dec 14, 1993 to Feb 20, 2026
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