FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, May 3, 2016: 14.25% (+1.70)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

FTSE 100 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: £6,241.89 Return: -1.28% 1 Week Pred: 14.33%
Average Week Vol: 13.32% Average Month Vol: 14.46% 1 Month Pred: 14.62%
Min Vol: 7.52% Max Vol: 67.66% 6 Months Pred: 15.79%
Average Vol: 17.32% Vol of Vol: 18.72% 1 Year Pred: 16.40%