CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, February 27, 2015: 13.95% (-0.10)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

CAC 40 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: €4,910.62 Return: 0.58% 1 Week Pred: 14.26%
Average Week Vol: 14.45% Average Month Vol: 17.87% 1 Month Pred: 15.30%
Min Vol: 10.94% Max Vol: 79.79% 6 Months Pred: 18.64%
Average Vol: 21.82% Vol of Vol: 22.27% 1 Year Pred: 19.89%