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S&P 500 Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 28th, 2019:16.10% (-0.86%)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Index EGARCH
Volatility Summary Table

Closing Price:

$2,826.06

Return:

0.14%

1 Week Pred:

16.14%

Average Week Vol:

15.92%

Average Month Vol:

13.46%

1 Month Pred:

16.28%

Min Vol:

5.17%

Max Vol:

72.95%

6 Month Pred:

16.70%

Average Vol:

16.60%

Vol of Vol:

18.70%

1 Year Pred:

16.82%