Volatility Analysis Data

  • 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

    ICP volatility 3.89x, typical 3.16x · volume 6.49x, typical 5.11x Ordinary

  • PCE Fri, 24th Feb 2023 (Timezone: America/New York)

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

    ICP volatility 1.93x, typical 1.51x · volume 4.43x, typical 1.98x Ordinary

  • Personal Income Fri, 24th Feb 2023 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 0.4%) US Bureau of Economic Analysis

    ICP volatility 1.93x, typical 1.51x · volume 4.43x, typical 1.98x Ordinary

  • Core PCE Fri, 24th Feb 2023 (Timezone: America/New York)

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

    ICP volatility 1.93x, typical 1.51x · volume 4.43x, typical 1.98x Ordinary

  • FOMC Minutes Wed, 22nd Feb 2023 (Timezone: America/New York)

    Federal Open Market Committee

    ICP volatility 1.91x, typical 1.50x · volume 2.05x, typical 1.37x Ordinary

  • Core PPI Thu, 16th Feb 2023 (Timezone: America/New York)

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

    ICP volatility 1.76x, typical 1.72x · volume 1.18x, typical 2.64x Ordinary

  • PPI Thu, 16th Feb 2023 (Timezone: America/New York)

    Release Data: 0.4% (Previous: -0.3%) US Bureau of Labor Statistics

    ICP volatility 1.76x, typical 1.72x · volume 1.18x, typical 2.64x Ordinary

  • Initial Claims Thu, 16th Feb 2023 (Timezone: America/New York)

    Release Data: 219K (Previous: 215K) US Department of Labor

    ICP volatility 1.76x, typical 1.45x · volume 1.18x, typical 1.60x Ordinary

  • Continued Claims Thu, 16th Feb 2023 (Timezone: America/New York)

    Release Data: 1643K (Previous: 1637K) US Department of Labor

    ICP volatility 1.76x, typical 1.45x · volume 1.18x, typical 1.60x Ordinary

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

    Release Data: 200K (Previous: 203K) US Department of Labor

    ICP volatility 1.66x, typical 1.45x · volume 1.11x, typical 1.60x Ordinary

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

    Release Data: 1628K (Previous: 1597K) US Department of Labor

    ICP volatility 1.66x, typical 1.45x · volume 1.11x, typical 1.60x Ordinary

  • Fed Interest Rate Wed, 1st Feb 2023 (Timezone: America/New York)

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

    ICP volatility 3.57x, typical 3.16x · volume 3.86x, typical 5.11x Ordinary

  • JOLTs Job Openings Wed, 1st Feb 2023 (Timezone: America/New York)

    Release Data: 10.876M (Previous: 10.619M) US Bureau of Labor Statistics

    ICP volatility 1.60x, typical 1.69x · volume 1.25x, typical 2.15x Ordinary

  • PCE Fri, 27th Jan 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.3%) US Bureau of Economic Analysis

    ICP volatility 1.61x, typical 1.51x · volume 1.63x, typical 1.98x Ordinary

  • Personal Income Fri, 27th Jan 2023 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.3%) US Bureau of Economic Analysis

    ICP volatility 1.61x, typical 1.51x · volume 1.63x, typical 1.98x Ordinary

  • Core PCE Fri, 27th Jan 2023 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.3%) US Bureau of Economic Analysis

    ICP volatility 1.61x, typical 1.51x · volume 1.63x, typical 1.98x Ordinary

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

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

    ICP volatility 1.70x, typical 1.45x · volume 1.58x, typical 1.60x Ordinary

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

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

    ICP volatility 1.70x, typical 1.45x · volume 1.58x, typical 1.60x Ordinary

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

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

    ICP volatility 3.91x, typical 3.16x · volume 14.97x, typical 6.34x Ordinary

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

    Release Data: 0.4% (Previous: 0.3%) US Bureau of Labor Statistics

    ICP volatility 3.91x, typical 3.16x · volume 14.97x, typical 6.34x Ordinary

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