S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, September 3, 2015: 28.81% (-0.91)
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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: $1,948.86 Return: 1.81% 1 Week Pred: 28.65%
Average Week Vol: 29.05% Average Month Vol: 19.40% 1 Month Pred: 28.04%
Min Vol: 7.51% Max Vol: 79.88% 6 Months Pred: 24.96%
Average Vol: 17.70% Vol of Vol: 22.14% 1 Year Pred: 22.72%