Volatility and Analysis of Indices and Index Data Downloads
The Index Library contains volatility
analyses of index prices. There are hundreds of daily-updated Classic, VaR, and GARCH
eindex price volatility charts. The chart library also provides Chart Books in
PDF format that contain groups of related charts. The charts can be accessed through
various Libraries that allow users to preview the charts by viewing descriptive
information and chart thumbnails. These libraries can also be searched so it is very easy
for users to find the chart they need.
The Index Library also contains many market reports focusing on current price
levels and prices trends. The site is driven by an extensive database containing spot and
future rates on all major index prices. The database is processed everyday by an
econometric software package that calculates and stores volatility information.
Classic/Standard Deviation Volatility is calculated for 20, 50 and 200-day periods,
Exponentially Weighted Moving Average (EWMA) volatility is calculated using a .94 decay
factor and Generalised Autoregressive Conditional Heteroskedasticity (GARCH), a
state-of-the-art volatility measure, is also calculated daily.
The Market Reports are an ever-expanding group of reports that analyze the index
market. Examples include: Top 10 Index Volatilities, , Today's Top 10 Index
Price Movers and Base Metals Prices. These reports are presented in a powerful
format that enables users to view thumbnail and full-size charts.
Market Watch is a service allows users to place "watches" on index
prices. When a price falls below or exceeds the limits set by the user they receive alerts
in the form of an email that details the rate that triggered the alert and links to
corresponding charts in the Chart Library. The site is updated every day and you
will be notified prompty if your limits have been met.
The Market Reports, Market Watch and Chart Library resources are driven by user demand.
If there is something you need that is not addressed by the Index Library feel free to
contact us at indexes theFinancials.com.
At the Index Library, you'll
discover an easy to use, information packed web site. Click here to learn more about index
analysis and volatility.
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