5Y INTEREST RATE SWAP ZERO SLOPE SPLINE-GARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 58.14% (+6.57)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (USD): $1.06 Return: 8.5% 1 Week Pred: 58.37%
Avg Week Vol: 54.08% Avg Month Vol: 51.24% 1 Month Pred: 59.17%
Min Vol: 8.48% Max Vol: 86.82% 6 Months Pred: 62.9%
Avg Vol: 29.17% Vol of Vol: 32.22% 1 Year Pred: 65.01%