CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, June 1, 2015: 20.32% (+1.86)
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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: €5,007.89 Return: -2.56% 1 Week Pred: 20.36%
Average Week Vol: 18.53% Average Month Vol: 19.49% 1 Month Pred: 20.49%
Min Vol: 10.95% Max Vol: 79.78% 6 Months Pred: 20.95%
Average Vol: 21.78% Vol of Vol: 22.22% 1 Year Pred: 21.15%