Volatility Analysis Data

  • PCE Fri, 31st Mar 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.5%) US Bureau of Economic Analysis

    APT volatility 1.70x, typical 1.68x · volume 2.52x, typical 2.58x Ordinary

  • Personal Income Fri, 31st Mar 2023 (Timezone: America/New York)

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

    APT volatility 1.70x, typical 1.68x · volume 2.52x, typical 2.58x Ordinary

  • Core PCE Fri, 31st Mar 2023 (Timezone: America/New York)

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

    APT volatility 1.70x, typical 1.68x · volume 2.52x, typical 2.58x Ordinary

  • Fed Interest Rate Wed, 22nd Mar 2023 (Timezone: America/New York)

    Release Data: 4.75-5.00% (Previous: 4.50-4.75%) US Federal Open Market Committee

    APT volatility 3.55x, typical 2.97x · volume 8.06x, typical 5.10x Ordinary

  • Unemployment Rate Fri, 10th Mar 2023 (Timezone: America/New York)

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

    APT volatility 2.91x, typical 2.67x · volume 6.14x, typical 4.46x Ordinary

  • Non-Farm Private Payrolls Fri, 10th Mar 2023 (Timezone: America/New York)

    Release Data: 250K (Previous: 325K) US Bureau of Labor Statistics

    APT volatility 2.91x, typical 2.78x · volume 6.14x, typical 4.62x Ordinary

  • Non-Farm Payrolls Fri, 10th Mar 2023 (Timezone: America/New York)

    Release Data: 306K (Previous: 444K) US Bureau of Labor Statistics

    APT volatility 2.91x, typical 2.78x · volume 6.14x, typical 4.62x Ordinary

  • Initial Claims Thu, 2nd Mar 2023 (Timezone: America/New York)

    Release Data: 209K (Previous: 217K) US Department of Labor

    APT volatility 1.58x, typical 1.41x · volume 2.25x, typical 1.81x Ordinary

  • Continued Claims Thu, 2nd Mar 2023 (Timezone: America/New York)

    Release Data: 1661K (Previous: 1634K) US Department of Labor

    APT volatility 1.58x, typical 1.41x · volume 2.25x, typical 1.81x Ordinary

  • GDP Report Thu, 23rd Feb 2023 (Timezone: America/New York)

    Release Data: 2.7% (Previous: 2.9%) US Bureau of Economic Analysis

    APT volatility 1.88x, typical 1.66x · volume 2.82x, typical 2.08x Ordinary

  • Retail Sales Ex Autos Wed, 15th Feb 2023 (Timezone: America/New York)

    Release Data: 2.9% (Previous: -0.7%) US Bureau of Census

    APT volatility 1.85x, typical 1.52x · volume 2.74x, typical 1.85x Ordinary

  • Retail Sales Wed, 15th Feb 2023 (Timezone: America/New York)

    Release Data: 4.4% (Previous: -1.2%) US Bureau of Census

    APT volatility 1.85x, typical 1.52x · volume 2.74x, typical 1.85x Ordinary

  • Unemployment Rate Fri, 3rd Feb 2023 (Timezone: America/New York)

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

    APT volatility 2.59x, typical 2.67x · volume 5.90x, typical 4.46x Ordinary

  • Non-Farm Private Payrolls Fri, 3rd Feb 2023 (Timezone: America/New York)

    Release Data: 325K (Previous: 127K) US Bureau of Labor Statistics

    APT volatility 2.59x, typical 2.78x · volume 5.90x, typical 4.62x Ordinary

  • Non-Farm Payrolls Fri, 3rd Feb 2023 (Timezone: America/New York)

    Release Data: 444K (Previous: 126K) US Bureau of Labor Statistics

    APT volatility 2.59x, typical 2.78x · volume 5.90x, typical 4.62x Ordinary

  • Initial Claims Thu, 19th Jan 2023 (Timezone: America/New York)

    Release Data: 203K (Previous: 208K) US Department of Labor

    APT volatility 1.71x, typical 1.41x · volume 2.05x, typical 1.81x Ordinary

  • Continued Claims Thu, 19th Jan 2023 (Timezone: America/New York)

    Release Data: 1601K (Previous: 1584K) US Department of Labor

    APT volatility 1.71x, typical 1.41x · volume 2.05x, typical 1.81x Ordinary

  • Core PPI Wed, 18th Jan 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.4%) US Bureau of Labor Statistics

    APT volatility 2.02x, typical 1.76x · volume 1.80x, typical 3.04x Ordinary

  • PPI Wed, 18th Jan 2023 (Timezone: America/New York)

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

    APT volatility 2.02x, typical 1.76x · volume 1.80x, typical 3.04x Ordinary

  • Core Inflation Thu, 12th Jan 2023 (Timezone: America/New York)

    Release Data: 5.7% (Previous: 6.0%) US Bureau of Labor Statistics

    APT volatility 3.37x, typical 3.08x · volume 4.18x, typical 7.59x Ordinary

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