S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 21, 2017: 11.06% (-0.30)
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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: $2,425.55 Return: -0.18% 1 Week Pred: 11.20%
Average Week Vol: 10.31% Average Month Vol: 8.57% 1 Month Pred: 11.70%
Min Vol: 7.10% Max Vol: 72.28% 6 Months Pred: 13.71%
Average Vol: 17.17% Vol of Vol: 20.54% 1 Year Pred: 14.77%