Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.30% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 25.04 | |
| 0.0546 | 20.64 | |
| 0.8962 | 417.60 | |
| 0.0653 | 9.94 |
Estimation Period:
Dec 14, 1993 to Feb 6, 2026
Dec 14, 1993 to Feb 6, 2026
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