Simon Property Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.25% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0618 | 20.96 | |
| 0.8404 | 147.46 | |
| 0.0819 | 16.72 | |
| 0.0166 | 7.87 | |
| 0.0322 | 5.50 | |
| 0.9616 | 140.89 |
Estimation Period:
Dec 14, 1993 to Feb 6, 2026
Dec 14, 1993 to Feb 6, 2026
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