S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, July 2, 2015: 12.95% (+0.10)
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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: $2,077.42 Return: 0.69% 1 Week Pred: 13.03%
Average Week Vol: 11.98% Average Month Vol: 10.84% 1 Month Pred: 13.32%
Min Vol: 7.47% Max Vol: 79.00% 6 Months Pred: 14.65%
Average Vol: 17.66% Vol of Vol: 22.07% 1 Year Pred: 15.46%