Volatility Analysis Data

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

    Release Data: 0.4% (Previous: 0.5%) US Bureau of Labor Statistics

    ICP volatility 2.01x, typical 3.16x · volume 1.67x, typical 6.34x Muted

  • Fed Interest Rate Wed, 20th Sep 2023 (Timezone: America/New York)

    Release Data: 5.25-5.50% (Previous: 5.25-5.50%) US Federal Open Market Committee

    ICP volatility 2.01x, typical 3.16x · volume 2.96x, typical 5.11x Muted

  • Core Inflation Tue, 12th Apr 2022 (Timezone: America/New York)

    Release Data: 6.5% (Previous: 6.4%) US Bureau of Labor Statistics

    ICP volatility 2.09x, typical 3.16x · volume 6.31x, typical 6.34x Muted

  • Core CPI Tue, 12th Apr 2022 (Timezone: America/New York)

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

    ICP volatility 2.09x, typical 3.16x · volume 6.31x, typical 6.34x Muted

  • CPI Tue, 12th Apr 2022 (Timezone: America/New York)

    Release Data: 1.1% (Previous: 0.7%) US Bureau of Labor Statistics

    ICP volatility 2.09x, typical 3.16x · volume 6.31x, typical 6.34x Muted

  • Core Inflation Wed, 12th Jan 2022 (Timezone: America/New York)

    Release Data: 5.5% (Previous: 4.9%) US Bureau of Labor Statistics

    ICP volatility 1.73x, typical 3.16x · volume 2.45x, typical 6.34x Muted

  • Core CPI Wed, 12th Jan 2022 (Timezone: America/New York)

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

    ICP volatility 1.73x, typical 3.16x · volume 2.45x, typical 6.34x Muted

  • CPI Wed, 12th Jan 2022 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.9%) US Bureau of Labor Statistics

    ICP volatility 1.73x, typical 3.16x · volume 2.45x, typical 6.34x Muted

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

    Release Data: 636K (Previous: 894K) US Bureau of Labor Statistics

    ICP volatility 1.59x, typical 2.30x · volume 2.32x, typical 3.82x Muted

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

    Release Data: 637K (Previous: 857K) US Bureau of Labor Statistics

    ICP volatility 1.59x, typical 2.30x · volume 2.32x, typical 3.82x Muted

  • Core Inflation Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 4.3% (Previous: 4.5%) US Bureau of Labor Statistics

    ICP volatility 1.99x, typical 3.16x · volume 1.45x, typical 6.34x Muted

  • Core CPI Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 0.4% (Previous: 0.8%) US Bureau of Labor Statistics

    ICP volatility 1.99x, typical 3.16x · volume 1.45x, typical 6.34x Muted

  • CPI Wed, 11th Aug 2021 (Timezone: America/New York)

    Release Data: 0.5% (Previous: 0.8%) US Bureau of Labor Statistics

    ICP volatility 1.99x, typical 3.16x · volume 1.45x, typical 6.34x Muted

  • Fed Interest Rate Wed, 28th Jul 2021 (Timezone: America/New York)

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

    ICP volatility 1.80x, typical 3.16x · volume 1.71x, typical 5.11x Muted

  • Non-Farm Private Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 702K (Previous: 420K) US Bureau of Labor Statistics

    ICP volatility 1.60x, typical 2.30x · volume 1.35x, typical 3.82x Muted

  • Non-Farm Payrolls Fri, 2nd Jul 2021 (Timezone: America/New York)

    Release Data: 796K (Previous: 421K) US Bureau of Labor Statistics

    ICP volatility 1.60x, typical 2.30x · volume 1.35x, typical 3.82x Muted

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