CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, December 22, 2014: 26.49% (-1.20)
  • 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: €4,241.65 Return: -0.18% 1 Week Pred: 26.34%
Average Week Vol: 25.80% Average Month Vol: 20.63% 1 Month Pred: 25.82%
Min Vol: 10.94% Max Vol: 79.68% 6 Months Pred: 23.77%
Average Vol: 21.84% Vol of Vol: 22.33% 1 Year Pred: 22.82%