This Week's S&P500 Historical Volatility Prediction

This Week’s S&P500 Historical Volatility Prediction

The $SPXs 5 day Historical Volatility (HV) on Jun 3, 2016 was: 0.046.

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

The model has an accuracy of 70.83% and a standard deviation of 13.54%. 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.

Source: Blot NMT Feed