S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, March 27, 2015: 13.86% (-0.45)
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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: $2,056.15 Return: -0.24% 1 Week Pred: 13.92%
Average Week Vol: 13.81% Average Month Vol: 12.94% 1 Month Pred: 14.16%
Min Vol: 7.49% Max Vol: 79.12% 6 Months Pred: 15.22%
Average Vol: 17.73% Vol of Vol: 22.14% 1 Year Pred: 15.89%