SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF GJR-GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, May 5, 2016: 38.90% (-1.00)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

SPDR S&P Oil & Gas Exploration & Production ETF Annualized Volatility Graph

Volatility Summary Table

Closing Price: $95.80 Return: -2.37% 1 Week Pred: 38.77%
Average Week Vol: 35.39% Average Month Vol: 34.91% 1 Month Pred: 38.30%
Min Vol: 15.62% Max Vol: 135.61% 6 Months Pred: 36.22%
Average Vol: 38.93% Vol of Vol: 45.44% 1 Year Pred: 35.07%