CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, February 2, 2015: 21.01% (-0.79)
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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: €4,604.25 Return: -0.59% 1 Week Pred: 21.02%
Average Week Vol: 22.64% Average Month Vol: 25.12% 1 Month Pred: 21.07%
Min Vol: 10.95% Max Vol: 79.58% 6 Months Pred: 21.27%
Average Vol: 21.85% Vol of Vol: 22.29% 1 Year Pred: 21.36%