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

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V-Lab

Simon Property Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 13th, 2024:26.14% (+0.89%)

Analysis last updated: Tuesday, November 12, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5688	7.23
$α$	0.0846	30.26
$β$	0.9835	401.59
$ν$	6	7.09

Estimation Period:
Dec 14, 1993 to Nov 8, 2024