S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, February 24, 2017: 8.08% (-0.16)
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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: $2,363.81 Return: 0.04% 1 Week Pred: 8.35%
Average Week Vol: 8.23% Average Month Vol: 8.41% 1 Month Pred: 9.31%
Min Vol: 7.59% Max Vol: 72.44% 6 Months Pred: 12.69%
Average Vol: 17.30% Vol of Vol: 20.60% 1 Year Pred: 14.29%