2Y INTEREST RATE SWAP ZERO SLOPE SPLINE-GARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 40.29% (+0.88)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (USD): $0.39 Return: 3.39% 1 Week Pred: 40.63%
Avg Week Vol: 39.85% Avg Month Vol: 40.86% 1 Month Pred: 41.78%
Min Vol: 7.64% Max Vol: 97.83% 6 Months Pred: 46.35%
Avg Vol: 35.55% Vol of Vol: 39.67% 1 Year Pred: 48.38%