FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, June 1, 2015: 13.11% (+0.35)
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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: £6,984.43 Return: -0.81% 1 Week Pred: 13.22%
Average Week Vol: 12.92% Average Month Vol: 13.40% 1 Month Pred: 13.59%
Min Vol: 7.47% Max Vol: 76.45% 6 Months Pred: 15.13%
Average Vol: 17.42% Vol of Vol: 20.20% 1 Year Pred: 15.94%