S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, December 6, 2016: 10.14% (+0.70)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

S&P 500 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: $2,204.71 Return: 0.58% 1 Week Pred: 10.33%
Average Week Vol: 9.85% Average Month Vol: 11.33% 1 Month Pred: 11.01%
Min Vol: 7.65% Max Vol: 72.34% 6 Months Pred: 13.56%
Average Vol: 17.34% Vol of Vol: 20.58% 1 Year Pred: 14.80%