S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, July 27, 2016: 12.65% (-0.46)
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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: $2,169.18 Return: 0.03% 1 Week Pred: 12.75%
Average Week Vol: 13.50% Average Month Vol: 17.44% 1 Month Pred: 13.13%
Min Vol: 7.59% Max Vol: 72.62% 6 Months Pred: 14.71%
Average Vol: 17.46% Vol of Vol: 20.74% 1 Year Pred: 15.58%