S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, May 2, 2016: 10.75% (+0.21)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

S&P 500 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: $2,065.30 Return: -0.51% 1 Week Pred: 10.90%
Average Week Vol: 10.44% Average Month Vol: 11.79% 1 Month Pred: 11.46%
Min Vol: 7.54% Max Vol: 72.64% 6 Months Pred: 13.74%
Average Vol: 17.50% Vol of Vol: 20.81% 1 Year Pred: 14.98%