VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 81.60 -3.27
Basic Materials 60.23 -2.39
Industrials 55.65 -2.46
Consumer Goods 51.96 -2.28
Health Care 61.84 -3.68
Consumer Services 49.15 -1.91
Telecommunications 44.73 -1.89
Utilities 41.33 -2.63
Financials 42.47 -2.16
Technology 58.93 -2.72

Largest Levels of Volatility

Asset Volatility Change
Rex Energy Corp 199.00 -5.27
YRC Worldwide Inc 197.83 -11.88
Piraeus Bank SA 196.09 -7.38
Halcon Resources Corp 195.41 -5.92
Fonciere Paris Nord 195.04 -6.49
National Bank of Greece SA 194.87 -12.92
Saipem SpA 192.12 -25.11
Chesapeake Energy Corp 191.98 -4.94
Seventy Seven Energy Inc 191.73 -7.13
Peabody Energy Corp 189.37 -5.44

Largest Increases in Volatility

Asset Volatility Change
Shinkin Central Bank 57.18 +50.37
LPL Financial Holdings Inc 127.67 +44.65
Shindaeyang Paper Co Ltd 59.35 +30.70
Stentys 90.80 +24.68
Visang Education Inc 47.46 +24.20
Ukrsotsbank JSCB 67.72 +20.73
Infomedia Ltd 56.93 +15.58
Thai Baht 17.25 +12.34
HSBC Bank Malta PLC 28.81 +11.44
Triumph Bancorp Inc 36.01 +10.60


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S&P 500 Index GJR-GARCH Volatility

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