S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, April 21, 2015: 12.44% (+0.84)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

S&P 500 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: $2,100.40 Return: 0.92% 1 Week Pred: 12.54%
Average Week Vol: 11.51% Average Month Vol: 12.76% 1 Month Pred: 12.89%
Min Vol: 7.49% Max Vol: 79.08% 6 Months Pred: 14.43%
Average Vol: 17.71% Vol of Vol: 22.12% 1 Year Pred: 15.36%