SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF GJR-GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, August 25, 2016: 28.29% (-0.67)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

SPDR S&P Oil & Gas Exploration & Production ETF Annualized Volatility Graph

Volatility Summary Table

Closing Price: $107.60 Return: -1.02% 1 Week Pred: 28.41%
Average Week Vol: 28.93% Average Month Vol: 33.73% 1 Month Pred: 28.87%
Min Vol: 15.71% Max Vol: 133.69% 6 Months Pred: 30.72%
Average Vol: 38.75% Vol of Vol: 44.80% 1 Year Pred: 31.67%