Simon Property Group Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.10%
increased by 2.90%
1 Week
23.22%
increased by 3.02%
1 Month
23.58%
increased by 3.38%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0600 | 20.85 | |
| 0.8439 | 151.37 | |
| 0.0814 | 17.01 | |
| 0.0158 | 8.06 | |
| 0.0306 | 5.62 | |
| 0.9634 | 151.70 |
Estimation Period:
Dec 14, 1993 to Jun 5, 2026
Dec 14, 1993 to Jun 5, 2026
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