Simon Property Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.72% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0620 | 21.09 | |
| 0.8402 | 147.84 | |
| 0.0821 | 16.78 | |
| 0.0165 | 7.95 | |
| 0.0319 | 5.56 | |
| 0.9620 | 143.86 |
Estimation Period:
Dec 14, 1993 to Feb 20, 2026
Dec 14, 1993 to Feb 20, 2026
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