S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, October 17, 2017: 7.29% (+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: $2,557.64 Return: 0.17% 1 Week Pred: 7.58%
Average Week Vol: 7.35% Average Month Vol: 7.88% 1 Month Pred: 8.58%
Min Vol: 7.02% Max Vol: 72.44% 6 Months Pred: 12.11%
Average Vol: 17.15% Vol of Vol: 20.60% 1 Year Pred: 13.82%