S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, December 13, 2017: 8.16% (-0.08)
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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: $2,664.11 Return: 0.15% 1 Week Pred: 8.39%
Average Week Vol: 8.22% Average Month Vol: 8.02% 1 Month Pred: 9.21%
Min Vol: 6.77% Max Vol: 72.58% 6 Months Pred: 12.32%
Average Vol: 17.12% Vol of Vol: 20.64% 1 Year Pred: 13.92%