FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, May 31, 2016: 13.89% (-0.60)
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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: £6,270.79 Return: 0.08% 1 Week Pred: 13.98%
Average Week Vol: 14.75% Average Month Vol: 13.39% 1 Month Pred: 14.30%
Min Vol: 7.52% Max Vol: 67.57% 6 Months Pred: 15.61%
Average Vol: 17.30% Vol of Vol: 18.70% 1 Year Pred: 16.28%