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 Friday, May 10th, 2024:22.36% (-0.65%)

Analysis last updated: Thursday, May 9, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5548	7.77
$α$	0.0852	31.88
$β$	0.9836	432.73
$ν$	7	7.27

Estimation Period:
Dec 14, 1993 to May 3, 2024