FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, November 27, 2014: 10.65% (-0.38)
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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: £6,729.17 Return: -0.03% 1 Week Pred: 10.83%
Average Week Vol: 11.21% Average Month Vol: 13.72% 1 Month Pred: 11.46%
Min Vol: 7.41% Max Vol: 76.39% 6 Months Pred: 13.95%
Average Vol: 17.48% Vol of Vol: 20.33% 1 Year Pred: 15.25%