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S&P 500 Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 28th, 2019:15.66% (-0.83%)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Index AGARCH
Volatility Summary Table

Closing Price:

$2,826.06

Return:

0.14%

1 Week Pred:

15.72%

Average Week Vol:

15.55%

Average Month Vol:

14.02%

1 Month Pred:

15.91%

Min Vol:

4.41%

Max Vol:

73.67%

6 Month Pred:

16.45%

Average Vol:

16.90%

Vol of Vol:

20.14%

1 Year Pred:

16.60%