RUSSELL MIDCAP INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 13.58% (+0.32)
  • 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): $1,342.08 Return: 1.07% 1 Week Pred: 13.74%
Avg Week Vol: 13.39% Avg Month Vol: 14.32% 1 Month Pred: 14.29%
Min Vol: 8.8% Max Vol: 86.28% 6 Months Pred: 16.51%
Avg Vol: 22.51% Vol of Vol: 29.31% 1 Year Pred: 17.59%

Documentation