FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, August 28, 2015: 29.98% (-0.19)
  • 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: £6,192.03 Return: 3.50% 1 Week Pred: 29.76%
Average Week Vol: 27.98% Average Month Vol: 17.72% 1 Month Pred: 28.94%
Min Vol: 7.49% Max Vol: 76.43% 6 Months Pred: 25.01%
Average Vol: 17.41% Vol of Vol: 20.17% 1 Year Pred: 22.43%