FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, July 4, 2016: 29.94% (-1.43)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

FTSE 100 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: £6,577.83 Return: 1.12% 1 Week Pred: 29.72%
Average Week Vol: 29.25% Average Month Vol: 20.91% 1 Month Pred: 28.87%
Min Vol: 7.51% Max Vol: 68.18% 6 Months Pred: 24.92%
Average Vol: 17.36% Vol of Vol: 18.79% 1 Year Pred: 22.41%