V-Lab: Simon Property Group Inc MF2-GARCH Volatility Analysis

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Simon Property Group Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:16.89% (+0.22%)

Analysis last updated: Monday, December 15, 2025 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0627	20.93
$β$	0.8379	144.70
$γ$	0.0821	16.58
$λ_{1}$	0.0173	7.74
$λ_{2}$	0.0340	5.44
$λ_{3}$	0.9595	132.04

Estimation Period:
Dec 14, 1993 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts