V-Lab: Simon Property Group Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Simon Property Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:22.82% (-1.57%)

Analysis last updated: Friday, May 9, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5727	7.97
$α$	0.0874	31.85
$β$	0.9823	411.51
$ν$	6.5038	7.37

Estimation Period:
Dec 14, 1993 to May 9, 2025