CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, February 8, 2016: 24.43% (-1.02)
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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: €4,200.67 Return: -0.66% 1 Week Pred: 24.34%
Average Week Vol: 25.90% Average Month Vol: 25.41% 1 Month Pred: 24.04%
Min Vol: 10.98% Max Vol: 79.84% 6 Months Pred: 22.86%
Average Vol: 21.90% Vol of Vol: 22.16% 1 Year Pred: 22.34%