Simon Property Group Inc AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.27%
decreased by 0.36%
1 Week
21.54%
decreased by 0.09%
1 Month
22.48%
increased by 0.85%
Analysis last updated: Saturday, June 13, 2026 at 12:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 19.76 | |
| 0.0931 | 41.36 | |
| 0.8879 | 378.29 | |
| 0.3683 | 15.67 |
Estimation Period:
Dec 14, 1993 to Jun 12, 2026
Dec 14, 1993 to Jun 12, 2026
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