Volatility of Index Prices, Charts, News, Alerts, Quotes and Indices 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) volaility, 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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