VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 42.38 -0.95
Basic Materials 44.24 -1.34
Industrials 35.45 -0.95
Consumer Goods 35.70 -1.01
Health Care 44.31 -1.73
Consumer Services 36.12 -1.01
Telecommunications 31.67 -0.74
Utilities 26.63 -0.78
Financials 29.88 -0.98
Technology 47.78 -1.70

Largest Levels of Volatility

Asset Volatility Change
Avenir Telecom 198.31 -5.74
Polaris Investama Tbk PT 196.59 -8.01
Orion Real Estate Ltd 192.29 -7.62
Shenhua International Ltd 182.80 +0.55
Cooks Global Foods Ltd 181.38 -4.86
OM Holdings Ltd 181.19 -7.06
Vodafone Egypt Telecommunications SAE 180.73 -3.24
China Waste Co Ltd 180.54 -10.06
Dome Gold Mines Ltd 179.57 -13.05
Duroc AB 178.47 -14.22

Largest Increases in Volatility

Asset Volatility Change
Pearson PLC 103.85 +84.10
Clover Industries Ltd 54.62 +36.44
McPhy Energy SA 69.24 +34.17
Argentine Peso 29.20 +24.40
Gigamon Inc 81.48 +23.65
Kotipizza Group Oyj 38.86 +16.34
Australian Masters Yield Fund No 3 Ltd 29.13 +14.44
SAMIR 38.07 +13.58
Credito Valtellinese SC 53.00 +12.53
Lee Ku Industrial Co Ltd 59.54 +11.52


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S&P 500 Index GJR-GARCH Volatility

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