V-Lab
V-Lab
Simon Property Group Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:19.95% (+0.02%)

Analysis last updated: Thursday, May 16, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Simon Property Group Inc AGARCH
paramt-stat
ω0.044119.51
α0.094139.94
β0.8876372.93
γ0.357514.80
Estimation Period:
Dec 14, 1993 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts