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’s Python API and embeded into the RapidMiner workflow.

To download the data csv file, please click here.

Source: Blot NMT Feed