Volatility Analysis Data

  • GDP Report Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 2.1% (Previous: 2.0%) US Bureau of Economic Analysis

    LINK volatility 1.72x, typical 1.68x · volume 0.75x, typical 2.00x Ordinary

  • Core PCE Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.2%) US Bureau of Economic Analysis

    LINK volatility 1.72x, typical 1.62x · volume 0.75x, typical 2.09x Ordinary

  • PCE Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.3%) US Bureau of Economic Analysis

    LINK volatility 1.72x, typical 1.62x · volume 0.75x, typical 2.09x Ordinary

  • Core Inflation Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 4.6% (Previous: 4.0%) US Bureau of Labor Statistics

    LINK volatility 2.90x, typical 3.55x · volume 9.47x, typical 8.23x Ordinary

  • Core CPI Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.3%) US Bureau of Labor Statistics

    LINK volatility 2.90x, typical 3.55x · volume 9.47x, typical 8.23x Ordinary

  • CPI Wed, 10th Nov 2021 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.5%) US Bureau of Labor Statistics

    LINK volatility 2.90x, typical 3.55x · volume 9.47x, typical 8.23x Ordinary

  • Fed Interest Rate Wed, 3rd Nov 2021 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    LINK volatility 4.07x, typical 3.51x · volume 5.04x, typical 5.79x Ordinary

  • JOLTs Job Openings Tue, 12th Oct 2021 (Timezone: America/New York)

    Release Data: 10.956M (Previous: 11.049M) US Bureau of Labor Statistics

    LINK volatility 1.99x, typical 1.75x · volume 2.35x, typical 2.23x Ordinary

  • GDP Report Thu, 30th Sep 2021 (Timezone: America/New York)

    Release Data: 6.7% (Previous: 6.6%) US Bureau of Economic Analysis

    LINK volatility 2.11x, typical 1.68x · volume 1.91x, typical 2.00x Ordinary

  • Initial Claims Thu, 23rd Sep 2021 (Timezone: America/New York)

    Release Data: 367K (Previous: 344K) US Department of Labor

    LINK volatility 1.72x, typical 1.43x · volume 0.93x, typical 1.63x Ordinary

  • Continued Claims Thu, 23rd Sep 2021 (Timezone: America/New York)

    Release Data: 2803K (Previous: 2756K) US Department of Labor

    LINK volatility 1.72x, typical 1.43x · volume 0.93x, typical 1.63x Ordinary

  • Fed Interest Rate Wed, 22nd Sep 2021 (Timezone: America/New York)

    Release Data: 0.00-0.25% (Previous: 0.00-0.25%) US Federal Open Market Committee

    LINK volatility 3.77x, typical 3.51x · volume 5.12x, typical 5.79x Ordinary

  • Core Inflation Tue, 14th Sep 2021 (Timezone: America/New York)

    Release Data: 4.0% (Previous: 4.3%) US Bureau of Labor Statistics

    LINK volatility 2.79x, typical 3.55x · volume 3.21x, typical 8.23x Ordinary

  • Core CPI Tue, 14th Sep 2021 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.4%) US Bureau of Labor Statistics

    LINK volatility 2.79x, typical 3.55x · volume 3.21x, typical 8.23x Ordinary

  • CPI Tue, 14th Sep 2021 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.5%) US Bureau of Labor Statistics

    LINK volatility 2.79x, typical 3.55x · volume 3.21x, typical 8.23x Ordinary

  • Unemployment Rate Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 5.1% (Previous: 5.4%) US Bureau of Labor Statistics

    LINK volatility 2.54x, typical 2.65x · volume 3.48x, typical 4.66x Ordinary

  • Non-Farm Private Payrolls Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 443K (Previous: 880K) US Bureau of Labor Statistics

    LINK volatility 2.54x, typical 2.69x · volume 3.48x, typical 4.84x Ordinary

  • Non-Farm Payrolls Fri, 3rd Sep 2021 (Timezone: America/New York)

    Release Data: 487K (Previous: 931K) US Bureau of Labor Statistics

    LINK volatility 2.54x, typical 2.69x · volume 3.48x, typical 4.84x Ordinary

  • Initial Claims Thu, 26th Aug 2021 (Timezone: America/New York)

    Release Data: 358K (Previous: 368K) US Department of Labor

    LINK volatility 1.59x, typical 1.43x · volume 1.11x, typical 1.63x Ordinary

  • Continued Claims Thu, 26th Aug 2021 (Timezone: America/New York)

    Release Data: 2736K (Previous: 2805K) US Department of Labor

    LINK volatility 1.59x, typical 1.43x · volume 1.11x, typical 1.63x Ordinary

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