V-Lab LogoV-Lab
S&P 500 Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 28th, 2019:16.05% (-0.66%)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 500 Index GJR-GARCH
Volatility Summary Table

Closing Price:

$2,826.06

Return:

0.14%

1 Week Pred:

16.06%

Average Week Vol:

16.10%

Average Month Vol:

14.36%

1 Month Pred:

16.09%

Min Vol:

7.22%

Max Vol:

82.96%

6 Month Pred:

16.22%

Average Vol:

17.17%

Vol of Vol:

21.72%

1 Year Pred:

16.28%