Volatility Analysis Data

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

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

    POL volatility 2.96x, typical 3.20x · volume 3.74x, typical 6.77x Ordinary

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

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

    POL volatility 2.51x, typical 2.95x · volume 2.49x, typical 5.00x Ordinary

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

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

    POL volatility 2.07x, typical 1.60x · volume 1.23x, typical 2.23x Ordinary

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

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

    POL volatility 2.07x, typical 1.60x · volume 1.23x, typical 2.23x Ordinary

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

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

    POL volatility 2.07x, typical 1.60x · volume 1.23x, typical 2.23x Ordinary

  • Retail Sales Ex Autos Tue, 17th Oct 2023 (Timezone: America/New York)

    Release Data: 0.6% (Previous: 1.0%) US Bureau of Census

    POL volatility 1.56x, typical 1.51x · volume 2.60x, typical 1.68x Ordinary

  • Retail Sales Tue, 17th Oct 2023 (Timezone: America/New York)

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

    POL volatility 1.56x, typical 1.51x · volume 2.60x, typical 1.68x Ordinary

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

    Release Data: 210K (Previous: 216K) US Department of Labor

    POL volatility 1.60x, typical 1.42x · volume 1.56x, typical 1.56x Ordinary

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

    Release Data: 1808K (Previous: 1798K) US Department of Labor

    POL volatility 1.60x, typical 1.42x · volume 1.56x, typical 1.56x Ordinary

  • Core PPI Wed, 11th Oct 2023 (Timezone: America/New York)

    Release Data: 0.0% (Previous: 0.2%) US Bureau of Labor Statistics

    POL volatility 2.00x, typical 1.84x · volume 3.82x, typical 2.66x Ordinary

  • PPI Wed, 11th Oct 2023 (Timezone: America/New York)

    Release Data: 0.3% (Previous: 0.7%) US Bureau of Labor Statistics

    POL volatility 2.00x, typical 1.84x · volume 3.82x, typical 2.66x Ordinary

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

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

    POL volatility 2.08x, typical 2.27x · volume 4.99x, typical 4.52x Ordinary

  • Non-Farm Private Payrolls Fri, 6th Oct 2023 (Timezone: America/New York)

    Release Data: 89K (Previous: 108K) US Bureau of Labor Statistics

    POL volatility 2.08x, typical 2.37x · volume 4.99x, typical 4.63x Ordinary

  • Non-Farm Payrolls Fri, 6th Oct 2023 (Timezone: America/New York)

    Release Data: 158K (Previous: 157K) US Bureau of Labor Statistics

    POL volatility 2.08x, typical 2.37x · volume 4.99x, typical 4.63x Ordinary

  • 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

    POL volatility 2.93x, typical 2.95x · volume 4.99x, typical 5.00x Ordinary

  • Core PPI Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 0.2% (Previous: 0.6%) US Bureau of Labor Statistics

    POL volatility 1.73x, typical 1.84x · volume 2.50x, typical 2.66x Ordinary

  • PPI Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 0.7% (Previous: 0.5%) US Bureau of Labor Statistics

    POL volatility 1.73x, typical 1.84x · volume 2.50x, typical 2.66x Ordinary

  • Initial Claims Thu, 14th Sep 2023 (Timezone: America/New York)

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

    POL volatility 1.73x, typical 1.42x · volume 2.50x, typical 1.56x Ordinary

  • Continued Claims Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 1799K (Previous: 1812K) US Department of Labor

    POL volatility 1.73x, typical 1.42x · volume 2.50x, typical 1.56x Ordinary

  • Retail Sales Ex Autos Thu, 14th Sep 2023 (Timezone: America/New York)

    Release Data: 1.0% (Previous: 0.6%) US Bureau of Census

    POL volatility 1.73x, typical 1.51x · volume 2.50x, typical 1.68x Ordinary

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