S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, August 31, 2016: 8.32% (-0.03)
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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: $2,176.12 Return: -0.20% 1 Week Pred: 8.59%
Average Week Vol: 8.36% Average Month Vol: 9.51% 1 Month Pred: 9.53%
Min Vol: 7.54% Max Vol: 72.90% 6 Months Pred: 12.91%
Average Vol: 17.44% Vol of Vol: 20.77% 1 Year Pred: 14.54%