Volatility Analysis Data

  • Unemployment Rate Fri, 2nd Jun 2023 (Timezone: America/New York)

    Release Data: 3.6% (Previous: 3.4%) US Bureau of Labor Statistics

    ICP volatility 2.03x, typical 2.24x · volume 3.77x, typical 3.78x Ordinary

  • Non-Farm Private Payrolls Fri, 2nd Jun 2023 (Timezone: America/New York)

    Release Data: 166K (Previous: 167K) US Bureau of Labor Statistics

    ICP volatility 2.03x, typical 2.30x · volume 3.77x, typical 3.82x Ordinary

  • Non-Farm Payrolls Fri, 2nd Jun 2023 (Timezone: America/New York)

    Release Data: 227K (Previous: 216K) US Bureau of Labor Statistics

    ICP volatility 2.03x, typical 2.30x · volume 3.77x, typical 3.82x Ordinary

  • JOLTs Job Openings Wed, 31st May 2023 (Timezone: America/New York)

    Release Data: 9.992M (Previous: 9.572M) US Bureau of Labor Statistics

    ICP volatility 1.52x, typical 1.69x · volume 2.68x, typical 2.15x Ordinary

  • Initial Claims Thu, 25th May 2023 (Timezone: America/New York)

    Release Data: 227K (Previous: 225K) US Department of Labor

    ICP volatility 1.51x, typical 1.45x · volume 1.88x, typical 1.60x Ordinary

  • Continued Claims Thu, 25th May 2023 (Timezone: America/New York)

    Release Data: 1739K (Previous: 1714K) US Department of Labor

    ICP volatility 1.51x, typical 1.45x · volume 1.88x, typical 1.60x Ordinary

  • GDP Report Thu, 25th May 2023 (Timezone: America/New York)

    Release Data: 1.3% (Previous: 1.1%) US Bureau of Economic Analysis

    ICP volatility 1.51x, typical 1.46x · volume 1.88x, typical 1.76x Ordinary

  • Fed Interest Rate Wed, 3rd May 2023 (Timezone: America/New York)

    Release Data: 5.00-5.25% (Previous: 4.75-5.00%) US Federal Open Market Committee

    ICP volatility 2.57x, typical 3.16x · volume 5.05x, typical 5.11x Ordinary

  • JOLTs Job Openings Tue, 2nd May 2023 (Timezone: America/New York)

    Release Data: 9.572M (Previous: 9.846M) US Bureau of Labor Statistics

    ICP volatility 1.68x, typical 1.69x · volume 1.44x, typical 2.15x Ordinary

  • FOMC Minutes Wed, 12th Apr 2023 (Timezone: America/New York)

    Federal Open Market Committee

    ICP volatility 1.69x, typical 1.50x · volume 1.72x, typical 1.37x Ordinary

  • Core Inflation Wed, 12th Apr 2023 (Timezone: America/New York)

    Release Data: 5.6% (Previous: 5.5%) US Bureau of Labor Statistics

    ICP volatility 3.28x, typical 3.16x · volume 5.39x, typical 6.34x Ordinary

  • Core CPI Wed, 12th Apr 2023 (Timezone: America/New York)

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

    ICP volatility 3.28x, typical 3.16x · volume 5.39x, typical 6.34x Ordinary

  • CPI Wed, 12th Apr 2023 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.3%) US Bureau of Labor Statistics

    ICP volatility 3.28x, typical 3.16x · volume 5.39x, typical 6.34x Ordinary

  • Unemployment Rate Fri, 7th Apr 2023 (Timezone: America/New York)

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

    ICP volatility 2.53x, typical 2.24x · volume 4.77x, typical 3.78x Ordinary

  • Non-Farm Private Payrolls Fri, 7th Apr 2023 (Timezone: America/New York)

    Release Data: 48K (Previous: 250K) US Bureau of Labor Statistics

    ICP volatility 2.53x, typical 2.30x · volume 4.77x, typical 3.82x Ordinary

  • Non-Farm Payrolls Fri, 7th Apr 2023 (Timezone: America/New York)

    Release Data: 85K (Previous: 306K) US Bureau of Labor Statistics

    ICP volatility 2.53x, typical 2.30x · volume 4.77x, typical 3.82x Ordinary

  • Initial Claims Thu, 6th Apr 2023 (Timezone: America/New York)

    Release Data: 217K (Previous: 234K) US Department of Labor

    ICP volatility 1.51x, typical 1.45x · volume 1.61x, typical 1.60x Ordinary

  • Continued Claims Thu, 6th Apr 2023 (Timezone: America/New York)

    Release Data: 1691K (Previous: 1701K) US Department of Labor

    ICP volatility 1.51x, typical 1.45x · volume 1.61x, typical 1.60x Ordinary

  • Initial Claims Thu, 23rd Mar 2023 (Timezone: America/New York)

    Release Data: 230K (Previous: 222K) US Department of Labor

    ICP volatility 1.50x, typical 1.45x · volume 1.24x, typical 1.60x Ordinary

  • Continued Claims Thu, 23rd Mar 2023 (Timezone: America/New York)

    Release Data: 1690K (Previous: 1674K) US Department of Labor

    ICP volatility 1.50x, typical 1.45x · volume 1.24x, typical 1.60x Ordinary

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