V-Lab
V-Lab
Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:35.78% (-0.38%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Simon Property Group Inc GJR-GARCH
paramt-stat
ω0.043624.49
α0.047718.73
β0.9092381.84
γ0.05839.15
Estimation Period:
Dec 14, 1993 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts