CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, June 27, 2016: 34.02% (+10.46)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

CAC 40 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: €4,106.73 Return: -8.38% 1 Week Pred: 33.70%
Average Week Vol: 26.12% Average Month Vol: 20.12% 1 Month Pred: 32.53%
Min Vol: 10.98% Max Vol: 71.55% 6 Months Pred: 27.74%
Average Vol: 21.79% Vol of Vol: 21.18% 1 Year Pred: 25.36%