V-Lab: Simon Property Group Inc GJR-GARCH Volatility Analysis

V-Lab

Simon Property Group Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:27.51% (-1.33%)

Analysis last updated: Friday, May 9, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0502	25.07
$α$	0.0556	20.43
$β$	0.8945	408.82
$γ$	0.0667	9.91

Estimation Period:
Dec 14, 1993 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts