Simon Property Group Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.27% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 19.81 | |
| 0.0944 | 41.26 | |
| 0.8866 | 373.15 | |
| 0.3642 | 15.49 |
Estimation Period:
Dec 14, 1993 to Feb 6, 2026
Dec 14, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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