S&P SMALLCAP 600 INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 16.13% (+0.35)
  • 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): $560.60 Return: 1.25% 1 Week Pred: 16.23%
Avg Week Vol: 16.09% Avg Month Vol: 18.26% 1 Month Pred: 16.55%
Min Vol: 7.51% Max Vol: 86.43% 6 Months Pred: 18.02%
Avg Vol: 20.29% Vol of Vol: 24.81% 1 Year Pred: 18.84%

Documentation