Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.02% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 24.90 | |
| 0.0547 | 20.60 | |
| 0.8962 | 417.61 | |
| 0.0653 | 9.92 |
Estimation Period:
Dec 14, 1993 to Dec 12, 2025
Dec 14, 1993 to Dec 12, 2025
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