VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 42.98 -0.95
Basic Materials 42.18 -1.12
Industrials 34.57 -0.74
Consumer Goods 33.69 -0.79
Health Care 42.40 -1.55
Consumer Services 34.83 -0.85
Telecommunications 31.47 -0.34
Utilities 24.68 -0.43
Financials 28.00 -0.68
Technology 46.37 -1.54

Largest Levels of Volatility

Asset Volatility Change
Hanjin Shipping Co Ltd 199.63 -7.22
ASF Group Ltd 195.59 -13.11
MacPhersons Resources Ltd 191.23 -10.59
Ecsponent Ltd 190.20 -8.92
Cooks Global Foods Ltd 186.69 -5.21
Ciber Inc 184.85 -11.49
NCC Group PLC 182.82 -30.08
Shenhua International Ltd 182.80 +0.55
China Waste Co Ltd 180.54 -10.06
Iron Road Ltd 179.19 -10.72

Largest Increases in Volatility

Asset Volatility Change
Atlas Financial Holdings Inc 68.02 +43.44
Il Sung Construction Co Ltd 72.80 +40.68
InterDigital Inc/PA 64.32 +26.03
RCG Corp Ltd 62.67 +25.70
Yungjin Pharmaceutical Co Ltd 60.95 +23.35
Tredegar Corp 53.39 +21.87
Credit Regionale de Credit Agricole Mutuel Sud Rhone Alpes 31.64 +21.80
Genesis Healthcare Inc 59.60 +19.58
Greencoat UK Wind PLC/Funds 26.50 +16.94
Consolidated Communications Holdings Inc 38.67 +16.84


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S&P 500 Index GJR-GARCH Volatility

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