Simon Property Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:22.00% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0615 | 20.98 | |
| 0.8409 | 148.30 | |
| 0.0819 | 16.85 | |
| 0.0164 | 7.95 | |
| 0.0317 | 5.56 | |
| 0.9621 | 144.57 |
Estimation Period:
Dec 14, 1993 to Mar 13, 2026
Dec 14, 1993 to Mar 13, 2026
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