Simon Property Group Inc APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.66%
increased by 2.25%
1 Week
22.94%
increased by 2.53%
1 Month
23.92%
increased by 3.51%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 25.10 | |
| 0.0998 | 43.39 | |
| 0.9002 | 401.68 | |
| 0.2740 | 17.37 | |
| 1.2104 | 29.26 |
Estimation Period:
Dec 14, 1993 to Jun 5, 2026
Dec 14, 1993 to Jun 5, 2026
Other APARCH Analyses on Real Estate