S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 3, 2015: 12.01% (-0.33)
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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: $2,103.84 Return: -0.23% 1 Week Pred: 12.11%
Average Week Vol: 12.39% Average Month Vol: 12.71% 1 Month Pred: 12.49%
Min Vol: 7.49% Max Vol: 78.88% 6 Months Pred: 14.15%
Average Vol: 17.64% Vol of Vol: 22.03% 1 Year Pred: 15.15%