FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, February 9, 2016: 23.89% (+0.58)
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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: £5,689.36 Return: -2.75% 1 Week Pred: 23.77%
Average Week Vol: 24.22% Average Month Vol: 22.68% 1 Month Pred: 23.32%
Min Vol: 7.49% Max Vol: 77.08% 6 Months Pred: 21.24%
Average Vol: 17.52% Vol of Vol: 20.21% 1 Year Pred: 19.95%