FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, May 6, 2015: 12.87% (+0.54)
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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: £6,927.58 Return: -0.84% 1 Week Pred: 12.98%
Average Week Vol: 12.77% Average Month Vol: 13.80% 1 Month Pred: 13.38%
Min Vol: 7.46% Max Vol: 76.56% 6 Months Pred: 15.02%
Average Vol: 17.43% Vol of Vol: 20.23% 1 Year Pred: 15.89%