V-Lab
V-Lab
Simon Property Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:23.25% (-0.64%)

Analysis last updated: Friday, May 3, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Simon Property Group Inc GJR-GARCH
paramt-stat
ω0.047825.04
α0.054120.02
β0.8969417.34
γ0.06629.66
Estimation Period:
Dec 14, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts