CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, May 2, 2016: 20.13% (+3.32)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

CAC 40 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: €4,428.96 Return: -2.86% 1 Week Pred: 20.18%
Average Week Vol: 18.18% Average Month Vol: 20.47% 1 Month Pred: 20.33%
Min Vol: 11.02% Max Vol: 70.54% 6 Months Pred: 20.90%
Average Vol: 21.73% Vol of Vol: 21.05% 1 Year Pred: 21.14%