S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, March 3, 2015: 11.53% (+0.25)
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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: $2,117.39 Return: 0.61% 1 Week Pred: 11.65%
Average Week Vol: 11.73% Average Month Vol: 14.28% 1 Month Pred: 12.09%
Min Vol: 7.48% Max Vol: 79.17% 6 Months Pred: 13.98%
Average Vol: 17.74% Vol of Vol: 22.16% 1 Year Pred: 15.10%