S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, February 16, 2016: 20.19% (+0.38)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

S&P 500 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: $1,864.78 Return: 1.93% 1 Week Pred: 20.14%
Average Week Vol: 20.13% Average Month Vol: 21.16% 1 Month Pred: 19.96%
Min Vol: 7.53% Max Vol: 79.93% 6 Months Pred: 19.09%
Average Vol: 17.71% Vol of Vol: 22.04% 1 Year Pred: 18.52%