CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, August 4, 2015: 19.98% (-0.66)
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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: €5,120.52 Return: 0.74% 1 Week Pred: 20.03%
Average Week Vol: 21.32% Average Month Vol: 24.44% 1 Month Pred: 20.20%
Min Vol: 10.97% Max Vol: 79.67% 6 Months Pred: 20.83%
Average Vol: 21.79% Vol of Vol: 22.18% 1 Year Pred: 21.09%