Volatility Analysis Data

  • Core Inflation Fri, 10th Dec 2021 (Timezone: America/New York)

    Release Data: 4.9% (Previous: 4.6%) US Bureau of Labor Statistics

    LINK volatility 3.39x, typical 3.55x · volume 5.71x, typical 8.23x Ordinary

  • Core CPI Fri, 10th Dec 2021 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.7%) US Bureau of Labor Statistics

    LINK volatility 3.39x, typical 3.55x · volume 5.71x, typical 8.23x Ordinary

  • CPI Fri, 10th Dec 2021 (Timezone: America/New York)

    Release Data: 0.9% (Previous: 1.0%) US Bureau of Labor Statistics

    LINK volatility 3.39x, typical 3.55x · volume 5.71x, typical 8.23x Ordinary

  • Durable Orders Ex Transportation Wed, 24th Nov 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.7%) US Bureau of Census

    LINK volatility 1.72x, typical 1.47x · volume 0.75x, typical 1.52x Ordinary

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

    Release Data: 223K (Previous: 250K) US Department of Labor

    LINK volatility 1.72x, typical 1.43x · volume 0.75x, typical 1.63x Ordinary

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

    Release Data: 1.7% (Previous: -1.9%) US Bureau of Census

    LINK volatility 1.72x, typical 1.47x · volume 0.75x, typical 1.52x Ordinary

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

    Release Data: 0.8% (Previous: -0.6%) US Bureau of Economic Analysis

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

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

    Release Data: 1807K (Previous: 1970K) US Department of Labor

    LINK volatility 1.72x, typical 1.43x · volume 0.75x, typical 1.63x Ordinary

  • 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

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