S&P 500 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, March 27, 2017: 9.15% (-0.23)
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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: $2,343.98 Return: -0.08% 1 Week Pred: 9.37%
Average Week Vol: 9.31% Average Month Vol: 8.95% 1 Month Pred: 10.15%
Min Vol: 7.59% Max Vol: 72.35% 6 Months Pred: 13.04%
Average Vol: 17.27% Vol of Vol: 20.58% 1 Year Pred: 14.46%