S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, July 5, 2016: 20.32% (-0.85)
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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: $2,102.95 Return: 0.19% 1 Week Pred: 20.26%
Average Week Vol: 20.85% Average Month Vol: 13.94% 1 Month Pred: 20.05%
Min Vol: 7.58% Max Vol: 72.74% 6 Months Pred: 19.03%
Average Vol: 17.49% Vol of Vol: 20.78% 1 Year Pred: 18.38%