CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, November 28, 2014: 17.57% (-0.65)
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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: €4,382.34 Return: 0.20% 1 Week Pred: 17.71%
Average Week Vol: 18.94% Average Month Vol: 20.13% 1 Month Pred: 18.19%
Min Vol: 10.94% Max Vol: 79.50% 6 Months Pred: 19.86%
Average Vol: 21.83% Vol of Vol: 22.31% 1 Year Pred: 20.55%