FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, March 4, 2015: 10.66% (+1.71)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

FTSE 100 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: £6,889.13 Return: -0.74% 1 Week Pred: 10.84%
Average Week Vol: 9.64% Average Month Vol: 11.63% 1 Month Pred: 11.51%
Min Vol: 7.40% Max Vol: 76.92% 6 Months Pred: 14.07%
Average Vol: 17.46% Vol of Vol: 20.32% 1 Year Pred: 15.36%