This Week’s S&P500 Historical Vol Prediction

The $SPXs 5 day Historical Volatility (HV) on Apr 15, 2016 was: 0.097.

The model is predicting that this value will DECREASE by next Friday.

The model has an accuracy of 66.23% and a standard deviation of 11.02%. The model is rebuilt every Sunday evening and the results will be posted Monday mornings.

This prediction and blog post was was created by @RapidMiner and posted with Blot.Im.

The following line chart is autogenerated using D3js and will be augmented over time.