CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, July 6, 2015: 24.68% (-1.06)
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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: €4,808.22 Return: -0.57% 1 Week Pred: 24.59%
Average Week Vol: 25.90% Average Month Vol: 21.86% 1 Month Pred: 24.23%
Min Vol: 10.96% Max Vol: 79.69% 6 Months Pred: 22.87%
Average Vol: 21.79% Vol of Vol: 22.20% 1 Year Pred: 22.26%