S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, May 27, 2015: 12.03% (+1.82)
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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: $2,104.20 Return: -1.03% 1 Week Pred: 12.14%
Average Week Vol: 10.89% Average Month Vol: 11.34% 1 Month Pred: 12.52%
Min Vol: 7.48% Max Vol: 79.05% 6 Months Pred: 14.19%
Average Vol: 17.68% Vol of Vol: 22.09% 1 Year Pred: 15.19%