This Week’s S&P500 Historical Volatility Prediction
The $SPX’s 5 day Historical Volatility (HV) on Apr 29, 2016 was: 0.075.
The model is predicting that this value will INCREASE by next Friday.
The model has an accuracy of 69.44% and a standard deviation of 10.76%. The model is rebuilt every Sunday evening and the results will be posted Monday mornings.
This prediction and blog post was was created by using @RapidMiner Studio and posted with Blot.Im.
The following chart was generated using Plot.ly’s Python API and embeded into the RapidMiner workflow.
To download the data csv file, please click here.