S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, September 29, 2016: 13.03% (-0.17)
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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: $2,171.37 Return: 0.53% 1 Week Pred: 13.13%
Average Week Vol: 13.29% Average Month Vol: 12.12% 1 Month Pred: 13.47%
Min Vol: 7.65% Max Vol: 72.47% 6 Months Pred: 14.88%
Average Vol: 17.40% Vol of Vol: 20.64% 1 Year Pred: 15.63%