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

Skip to main content

V-Lab

Simon Property Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:14.81% (-0.76%)

Analysis last updated: Saturday, December 13, 2025 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5336	8.09
$α$	0.0858	31.85
$β$	0.9824	422.52
$ν$	6.4477	7.51

Estimation Period:
Dec 14, 1993 to Dec 12, 2025