CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, May 30, 2016: 17.73% (-0.67)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

CAC 40 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: €4,514.74 Return: 0.05% 1 Week Pred: 17.86%
Average Week Vol: 18.01% Average Month Vol: 17.68% 1 Month Pred: 18.32%
Min Vol: 11.02% Max Vol: 70.47% 6 Months Pred: 19.92%
Average Vol: 21.70% Vol of Vol: 21.02% 1 Year Pred: 20.57%