S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, May 25, 2016: 13.68% (+2.54)
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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: $2,076.06 Return: 1.36% 1 Week Pred: 13.75%
Average Week Vol: 11.96% Average Month Vol: 11.18% 1 Month Pred: 14.01%
Min Vol: 7.54% Max Vol: 72.59% 6 Months Pred: 15.17%
Average Vol: 17.48% Vol of Vol: 20.78% 1 Year Pred: 15.84%