INTERACTIVE BROKERS GROUP, INC EGARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, June 18: 32.99% (+0.63)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (USD): $16.26 Return: 3.25% 1 Week Pred: 33.61%
Avg Week Vol: 32.23% Avg Month Vol: 25.46% 1 Month Pred: 35.63%
Min Vol: 14.19% Max Vol: 149.9% 6 Months Pred: 41.4%
Avg Vol: 40.92% Vol of Vol: 47.63% 1 Year Pred: 42.79%

Documentation