AUSTRALIAN STOCK INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Friday, May 24: 13.62% (+3.55)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (AUD): $5,062.40 Return: -2.01% 1 Week Pred: 13.67%
Avg Week Vol: 11.17% Avg Month Vol: 11.46% 1 Month Pred: 13.82%
Min Vol: 6.78% Max Vol: 61.6% 6 Months Pred: 14.47%
Avg Vol: 15.19% Vol of Vol: 16.96% 1 Year Pred: 14.78%

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