Volatility Analysis Data

  • Core Inflation Tue, 13th Dec 2022 (Timezone: America/New York)

    Release Data: 6.0% (Previous: 6.3%) US Bureau of Labor Statistics

    FIL volatility 3.47x, typical 3.01x · volume 10.47x, typical 7.02x Ordinary

  • Core CPI Tue, 13th Dec 2022 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.4%) US Bureau of Labor Statistics

    FIL volatility 3.47x, typical 3.01x · volume 10.47x, typical 7.02x Ordinary

  • CPI Tue, 13th Dec 2022 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.6%) US Bureau of Labor Statistics

    FIL volatility 3.47x, typical 3.01x · volume 10.47x, typical 7.02x Ordinary

  • Initial Claims Thu, 8th Dec 2022 (Timezone: America/New York)

    Release Data: 209K (Previous: 209K) US Department of Labor

    FIL volatility 1.50x, typical 1.27x · volume 1.05x, typical 1.44x Ordinary

  • Continued Claims Thu, 8th Dec 2022 (Timezone: America/New York)

    Release Data: 1537K (Previous: 1513K) US Department of Labor

    FIL volatility 1.50x, typical 1.27x · volume 1.05x, typical 1.44x Ordinary

  • Retail Sales Ex Autos Wed, 16th Nov 2022 (Timezone: America/New York)

    Release Data: 0.8% (Previous: -0.2%) US Bureau of Census

    FIL volatility 1.67x, typical 1.51x · volume 3.24x, typical 1.71x Ordinary

  • Retail Sales Wed, 16th Nov 2022 (Timezone: America/New York)

    Release Data: 1.0% (Previous: -0.3%) US Bureau of Census

    FIL volatility 1.67x, typical 1.51x · volume 3.24x, typical 1.71x Ordinary

  • Unemployment Rate Fri, 4th Nov 2022 (Timezone: America/New York)

    Release Data: 3.6% (Previous: 3.5%) US Bureau of Labor Statistics

    FIL volatility 3.17x, typical 2.47x · volume 6.29x, typical 4.25x Ordinary

  • Non-Farm Private Payrolls Fri, 4th Nov 2022 (Timezone: America/New York)

    Release Data: 371K (Previous: 216K) US Bureau of Labor Statistics

    FIL volatility 3.17x, typical 2.49x · volume 6.29x, typical 4.35x Ordinary

  • Non-Farm Payrolls Fri, 4th Nov 2022 (Timezone: America/New York)

    Release Data: 400K (Previous: 227K) US Bureau of Labor Statistics

    FIL volatility 3.17x, typical 2.49x · volume 6.29x, typical 4.35x Ordinary

  • Fed Interest Rate Wed, 2nd Nov 2022 (Timezone: America/New York)

    Release Data: 3.75-4.00% (Previous: 3.00-3.25%) US Federal Open Market Committee

    FIL volatility 4.50x, typical 4.04x · volume 7.45x, typical 7.46x Ordinary

  • GDP Report Thu, 27th Oct 2022 (Timezone: America/New York)

    Release Data: 2.6% (Previous: -0.6%) US Bureau of Economic Analysis

    FIL volatility 1.78x, typical 1.48x · volume 5.37x, typical 1.54x Ordinary

  • Initial Claims Thu, 25th Aug 2022 (Timezone: America/New York)

    Release Data: 215K (Previous: 220K) US Department of Labor

    FIL volatility 1.50x, typical 1.27x · volume 1.96x, typical 1.44x Ordinary

  • Continued Claims Thu, 25th Aug 2022 (Timezone: America/New York)

    Release Data: 1421K (Previous: 1411K) US Department of Labor

    FIL volatility 1.50x, typical 1.27x · volume 1.96x, typical 1.44x Ordinary

  • GDP Report Thu, 25th Aug 2022 (Timezone: America/New York)

    Release Data: -0.6% (Previous: -0.9%) US Bureau of Economic Analysis

    FIL volatility 1.50x, typical 1.48x · volume 1.96x, typical 1.54x Ordinary

  • Retail Sales Ex Autos Wed, 17th Aug 2022 (Timezone: America/New York)

    Release Data: -0.7% (Previous: 0.9%) US Bureau of Census

    FIL volatility 1.94x, typical 1.51x · volume 2.12x, typical 1.71x Ordinary

  • Retail Sales Wed, 17th Aug 2022 (Timezone: America/New York)

    Release Data: -1.0% (Previous: 0.9%) US Bureau of Census

    FIL volatility 1.94x, typical 1.51x · volume 2.12x, typical 1.71x Ordinary

  • Core PPI Thu, 11th Aug 2022 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.3%) US Bureau of Labor Statistics

    FIL volatility 1.88x, typical 1.72x · volume 2.88x, typical 2.26x Ordinary

  • PPI Thu, 11th Aug 2022 (Timezone: America/New York)

    Release Data: -0.3% (Previous: 0.9%) US Bureau of Labor Statistics

    FIL volatility 1.88x, typical 1.72x · volume 2.88x, typical 2.26x Ordinary

  • Personal Income Fri, 29th Jul 2022 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.4%) US Bureau of Economic Analysis

    FIL volatility 1.89x, typical 1.51x · volume 2.61x, typical 2.37x Ordinary

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