S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, June 23, 2017: 8.40% (-0.19)
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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: $2,434.50 Return: -0.05% 1 Week Pred: 8.65%
Average Week Vol: 8.44% Average Month Vol: 8.98% 1 Month Pred: 9.50%
Min Vol: 7.55% Max Vol: 72.33% 6 Months Pred: 12.64%
Average Vol: 17.21% Vol of Vol: 20.57% 1 Year Pred: 14.17%