Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.46% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 25.05 | |
| 0.0544 | 20.76 | |
| 0.8964 | 419.47 | |
| 0.0652 | 9.96 |
Estimation Period:
Dec 14, 1993 to Mar 13, 2026
Dec 14, 1993 to Mar 13, 2026
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