This Week’s S&P500 Historical Volatility Prediction
The $SPX’s 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.
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