FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, February 2, 2015: 15.91% (-0.14)
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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: £6,749.40 Return: -0.90% 1 Week Pred: 15.94%
Average Week Vol: 16.85% Average Month Vol: 18.79% 1 Month Pred: 16.06%
Min Vol: 7.42% Max Vol: 76.59% 6 Months Pred: 16.59%
Average Vol: 17.49% Vol of Vol: 20.32% 1 Year Pred: 16.90%