Simon Property Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.21% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 18.87 | |
| 0.1854 | 47.93 | |
| 0.9822 | 1,336.35 | |
| -0.0476 | -12.43 |
Estimation Period:
Dec 14, 1993 to Feb 6, 2026
Dec 14, 1993 to Feb 6, 2026
News Impact Curve
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