Simon Property Group Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.29%
increased by 3.95%
1 Week
25.29%
increased by 3.95%
1 Month
25.27%
increased by 3.93%
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 | |
|---|---|---|
| 2.5187 | 8.16 | |
| 0.0847 | 31.86 | |
| 0.9823 | 423.97 | |
| 6.4613 | 7.44 |
Estimation Period:
Dec 14, 1993 to Jun 5, 2026
Dec 14, 1993 to Jun 5, 2026
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