CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, April 1, 2015: 15.31% (+0.24)
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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: €5,033.64 Return: -0.99% 1 Week Pred: 15.55%
Average Week Vol: 15.21% Average Month Vol: 15.29% 1 Month Pred: 16.37%
Min Vol: 10.93% Max Vol: 79.79% 6 Months Pred: 19.06%
Average Vol: 21.79% Vol of Vol: 22.25% 1 Year Pred: 20.10%