Volatility Analysis Data

  • GDP Report Thu, 19th Dec 2024 (Timezone: America/New York)

    Release Data: 3.1% (Previous: 2.8%) US Bureau of Economic Analysis

    ICP volatility 1.53x, typical 1.46x · volume 1.26x, typical 1.76x Ordinary

  • Initial Claims Thu, 19th Dec 2024 (Timezone: America/New York)

    Release Data: 222K (Previous: 239K) US Department of Labor

    ICP volatility 1.53x, typical 1.45x · volume 1.26x, typical 1.60x Ordinary

  • Continued Claims Thu, 19th Dec 2024 (Timezone: America/New York)

    Release Data: 1882K (Previous: 1862K) US Department of Labor

    ICP volatility 1.53x, typical 1.45x · volume 1.26x, typical 1.60x Ordinary

  • Fed Interest Rate Wed, 18th Dec 2024 (Timezone: America/New York)

    Release Data: 4.25-4.50% (Previous: 4.50-4.75%) US Federal Open Market Committee

    ICP volatility 3.16x, typical 3.16x · volume 5.93x, typical 5.11x Ordinary

  • Retail Sales Ex Autos Tue, 17th Dec 2024 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.3%) US Bureau of Census

    ICP volatility 1.67x, typical 1.42x · volume 2.29x, typical 1.40x Ordinary

  • Retail Sales Tue, 17th Dec 2024 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.6%) US Bureau of Census

    ICP volatility 1.67x, typical 1.42x · volume 2.29x, typical 1.40x Ordinary

  • Core Inflation Wed, 11th Dec 2024 (Timezone: America/New York)

    Release Data: 3.3% (Previous: 3.3%) US Bureau of Labor Statistics

    ICP volatility 2.58x, typical 3.16x · volume 7.10x, typical 6.34x Ordinary

  • Core CPI Wed, 11th Dec 2024 (Timezone: America/New York)

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

    ICP volatility 2.58x, typical 3.16x · volume 7.10x, typical 6.34x Ordinary

  • CPI Wed, 11th Dec 2024 (Timezone: America/New York)

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

    ICP volatility 2.58x, typical 3.16x · volume 7.10x, typical 6.34x Ordinary

  • Unemployment Rate Fri, 6th Dec 2024 (Timezone: America/New York)

    Release Data: 4.2% (Previous: 4.1%) US Bureau of Labor Statistics

    ICP volatility 2.45x, typical 2.24x · volume 3.51x, typical 3.78x Ordinary

  • Non-Farm Private Payrolls Fri, 6th Dec 2024 (Timezone: America/New York)

    Release Data: 244K (Previous: -1K) US Bureau of Labor Statistics

    ICP volatility 2.45x, typical 2.30x · volume 3.51x, typical 3.82x Ordinary

  • Non-Farm Payrolls Fri, 6th Dec 2024 (Timezone: America/New York)

    Release Data: 261K (Previous: 44K) US Bureau of Labor Statistics

    ICP volatility 2.45x, typical 2.30x · volume 3.51x, typical 3.82x Ordinary

  • Initial Claims Thu, 5th Dec 2024 (Timezone: America/New York)

    Release Data: 225K (Previous: 216K) US Department of Labor

    ICP volatility 1.53x, typical 1.45x · volume 1.47x, typical 1.60x Ordinary

  • Continued Claims Thu, 5th Dec 2024 (Timezone: America/New York)

    Release Data: 1873K (Previous: 1871K) US Department of Labor

    ICP volatility 1.53x, typical 1.45x · volume 1.47x, typical 1.60x Ordinary

  • Initial Claims Thu, 21st Nov 2024 (Timezone: America/New York)

    Release Data: 216K (Previous: 219K) US Department of Labor

    ICP volatility 1.60x, typical 1.45x · volume 2.36x, typical 1.60x Ordinary

  • Continued Claims Thu, 21st Nov 2024 (Timezone: America/New York)

    Release Data: 1892K (Previous: 1892K) US Department of Labor

    ICP volatility 1.60x, typical 1.45x · volume 2.36x, typical 1.60x Ordinary

  • Unemployment Rate Fri, 1st Nov 2024 (Timezone: America/New York)

    Release Data: 4.1% (Previous: 4.1%) US Bureau of Labor Statistics

    ICP volatility 1.80x, typical 2.24x · volume 1.50x, typical 3.78x Ordinary

  • Non-Farm Private Payrolls Fri, 1st Nov 2024 (Timezone: America/New York)

    Release Data: -1K (Previous: 208K) US Bureau of Labor Statistics

    ICP volatility 1.80x, typical 2.30x · volume 1.50x, typical 3.82x Ordinary

  • Non-Farm Payrolls Fri, 1st Nov 2024 (Timezone: America/New York)

    Release Data: 44K (Previous: 240K) US Bureau of Labor Statistics

    ICP volatility 1.80x, typical 2.30x · volume 1.50x, typical 3.82x Ordinary

  • Core Inflation Thu, 10th Oct 2024 (Timezone: America/New York)

    Release Data: 3.3% (Previous: 3.2%) US Bureau of Labor Statistics

    ICP volatility 3.25x, typical 3.16x · volume 2.97x, typical 6.34x Ordinary

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