FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, December 19, 2014: 20.99% (+0.33)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

FTSE 100 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: £6,466.00 Return: 2.02% 1 Week Pred: 20.93%
Average Week Vol: 20.24% Average Month Vol: 14.31% 1 Month Pred: 20.68%
Min Vol: 7.42% Max Vol: 76.56% 6 Months Pred: 19.52%
Average Vol: 17.49% Vol of Vol: 20.34% 1 Year Pred: 18.78%