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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Simon Property Group Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
m61
α0.060020.85
β0.8439151.37
γ0.081417.01
λ10.01588.06
λ20.03065.62
λ30.9634151.70
Estimation Period:
Dec 14, 1993 to Jun 5, 2026