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

Volatility Prediction for Thursday, February 11, 2016: 59.63% (-2.41)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

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

Volatility Summary Table

Closing Price: $70.80 Return: -0.70% 1 Week Pred: 59.06%
Average Week Vol: 60.26% Average Month Vol: 60.71% 1 Month Pred: 56.92%
Min Vol: 15.68% Max Vol: 160.25% 6 Months Pred: 47.50%
Average Vol: 39.54% Vol of Vol: 49.63% 1 Year Pred: 42.18%