S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, January 19, 2017: 8.38% (-0.06)
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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: $2,271.89 Return: 0.18% 1 Week Pred: 8.65%
Average Week Vol: 8.51% Average Month Vol: 9.19% 1 Month Pred: 9.58%
Min Vol: 7.63% Max Vol: 72.35% 6 Months Pred: 12.86%
Average Vol: 17.32% Vol of Vol: 20.57% 1 Year Pred: 14.39%