S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, December 22, 2014: 17.14% (-0.57)
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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: $2,070.65 Return: 0.46% 1 Week Pred: 17.15%
Average Week Vol: 15.24% Average Month Vol: 11.57% 1 Month Pred: 17.16%
Min Vol: 7.48% Max Vol: 79.26% 6 Months Pred: 17.20%
Average Vol: 17.77% Vol of Vol: 22.22% 1 Year Pred: 17.23%