Volatility Analysis Data

  • PCE Fri, 22nd Dec 2023 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.0%) US Bureau of Economic Analysis

    LINK volatility 1.78x, typical 1.62x · volume 1.49x, typical 2.09x Ordinary

  • Durable Orders Ex Transportation Fri, 22nd Dec 2023 (Timezone: America/New York)

    Release Data: 0.0% (Previous: -0.2%) US Bureau of Census

    LINK volatility 1.78x, typical 1.47x · volume 1.49x, typical 1.52x Ordinary

  • Durable Orders Fri, 22nd Dec 2023 (Timezone: America/New York)

    Release Data: 4.4% (Previous: -4.1%) US Bureau of Census

    LINK volatility 1.78x, typical 1.47x · volume 1.49x, typical 1.52x Ordinary

  • Personal Income Fri, 22nd Dec 2023 (Timezone: America/New York)

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

    LINK volatility 1.78x, typical 1.62x · volume 1.49x, typical 2.09x Ordinary

  • Core PCE Fri, 22nd Dec 2023 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.1%) US Bureau of Economic Analysis

    LINK volatility 1.78x, typical 1.62x · volume 1.49x, typical 2.09x Ordinary

  • Initial Claims Thu, 21st Dec 2023 (Timezone: America/New York)

    Release Data: 209K (Previous: 204K) US Department of Labor

    LINK volatility 1.68x, typical 1.43x · volume 1.26x, typical 1.63x Ordinary

  • GDP Report Thu, 21st Dec 2023 (Timezone: America/New York)

    Release Data: 4.9% (Previous: 5.2%) US Bureau of Economic Analysis

    LINK volatility 1.68x, typical 1.68x · volume 1.26x, typical 2.00x Ordinary

  • Continued Claims Thu, 21st Dec 2023 (Timezone: America/New York)

    Release Data: 1801K (Previous: 1801K) US Department of Labor

    LINK volatility 1.68x, typical 1.43x · volume 1.26x, typical 1.63x Ordinary

  • Fed Interest Rate Wed, 13th Dec 2023 (Timezone: America/New York)

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

    LINK volatility 2.86x, typical 3.51x · volume 2.27x, typical 5.79x Ordinary

  • Durable Orders Ex Transportation Wed, 22nd Nov 2023 (Timezone: America/New York)

    Release Data: -0.2% (Previous: 0.3%) US Bureau of Census

    LINK volatility 1.67x, typical 1.47x · volume 1.27x, typical 1.52x Ordinary

  • Durable Orders Wed, 22nd Nov 2023 (Timezone: America/New York)

    Release Data: -4.1% (Previous: 3.1%) US Bureau of Census

    LINK volatility 1.67x, typical 1.47x · volume 1.27x, typical 1.52x Ordinary

  • Initial Claims Wed, 22nd Nov 2023 (Timezone: America/New York)

    Release Data: 213K (Previous: 229K) US Department of Labor

    LINK volatility 1.67x, typical 1.43x · volume 1.27x, typical 1.63x Ordinary

  • Continued Claims Wed, 22nd Nov 2023 (Timezone: America/New York)

    Release Data: 1807K (Previous: 1789K) US Department of Labor

    LINK volatility 1.67x, typical 1.43x · volume 1.27x, typical 1.63x Ordinary

  • Core Inflation Tue, 14th Nov 2023 (Timezone: America/New York)

    Release Data: 4.0% (Previous: 4.1%) US Bureau of Labor Statistics

    LINK volatility 3.19x, typical 3.55x · volume 3.79x, typical 8.23x Ordinary

  • Core CPI Tue, 14th Nov 2023 (Timezone: America/New York)

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

    LINK volatility 3.19x, typical 3.55x · volume 3.79x, typical 8.23x Ordinary

  • CPI Tue, 14th Nov 2023 (Timezone: America/New York)

    Release Data: 0.1% (Previous: 0.4%) US Bureau of Labor Statistics

    LINK volatility 3.19x, typical 3.55x · volume 3.79x, typical 8.23x Ordinary

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

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

    LINK volatility 2.07x, typical 1.62x · volume 2.77x, typical 2.09x Ordinary

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

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

    LINK volatility 2.07x, typical 1.62x · volume 2.77x, typical 2.09x Ordinary

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

    Release Data: 0.3% (Previous: 0.1%) US Bureau of Economic Analysis

    LINK volatility 2.07x, typical 1.62x · volume 2.77x, typical 2.09x Ordinary

  • Unemployment Rate Fri, 6th Oct 2023 (Timezone: America/New York)

    Release Data: 3.8% (Previous: 3.7%) US Bureau of Labor Statistics

    LINK volatility 2.73x, typical 2.65x · volume 11.34x, typical 4.66x Ordinary

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