S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, April 26, 2017: 10.43% (+0.64)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

S&P 500 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: $2,388.61 Return: 0.61% 1 Week Pred: 10.60%
Average Week Vol: 9.32% Average Month Vol: 8.65% 1 Month Pred: 11.19%
Min Vol: 7.56% Max Vol: 72.39% 6 Months Pred: 13.52%
Average Vol: 17.26% Vol of Vol: 20.58% 1 Year Pred: 14.72%