CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 31, 2015: 36.84% (-1.80)
  • 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: 3m · 6m · 1y · 2y · 5y · all

CAC 40 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: €4,675.13 Return: 0.36% 1 Week Pred: 36.45%
Average Week Vol: 37.31% Average Month Vol: 26.19% 1 Month Pred: 35.02%
Min Vol: 10.94% Max Vol: 80.12% 6 Months Pred: 29.13%
Average Vol: 21.86% Vol of Vol: 22.27% 1 Year Pred: 26.14%