S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, February 2, 2015: 16.36% (+0.38)
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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: $1,994.99 Return: -1.31% 1 Week Pred: 16.38%
Average Week Vol: 15.77% Average Month Vol: 15.69% 1 Month Pred: 16.44%
Min Vol: 7.48% Max Vol: 79.16% 6 Months Pred: 16.71%
Average Vol: 17.76% Vol of Vol: 22.19% 1 Year Pred: 16.89%