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 Wednesday, June 4th, 2025:22.81% (-0.97%)

Analysis last updated: Tuesday, June 3, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5816	7.90
$α$	0.0856	32.22
$β$	0.9829	426.25
$ν$	6.4492	7.54

Estimation Period:
Dec 14, 1993 to May 30, 2025