CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, April 20, 2015: 16.08% (+1.47)
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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: €5,143.26 Return: -1.57% 1 Week Pred: 16.28%
Average Week Vol: 15.15% Average Month Vol: 15.21% 1 Month Pred: 16.98%
Min Vol: 10.93% Max Vol: 79.75% 6 Months Pred: 19.32%
Average Vol: 21.78% Vol of Vol: 22.24% 1 Year Pred: 20.23%