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FTSE 100 VOLATILITY INDEX EGARCH VOLATILITY GRAPH
?
Volatility Prediction for Friday, May 24:
118.85% (+35.67)
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FTSE 100 Volatility Index
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Date Range:
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Window:
3m
·
6m
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1y
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2y
·
5y
·
all
Volatility Summary Table
Closing Price (VOL)
:
15.16%
Return
:
22.71%
1 Week Pred
:
117.7%
Avg Week Vol
:
95.2%
Avg Month Vol
:
86.89%
1 Month Pred
:
114.19%
Min Vol
:
52.23%
Max Vol
:
202.56%
6 Months Pred
:
104.68%
Avg Vol
:
95.19%
Vol of Vol
:
66.69%
1 Year Pred
:
102.15%
Models
Assets
Analysis on FTSE 100 Volatility Index
AGARCH
- Return Series
APARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
EGARCH analysis on Volatility Indices
AEX Volatility Index
CAC40 Volatility Index
CBOE Crude Oil Volatility Index
CBOE DJIA Volatility Index
CBOE Gold Volatility Index
CBOE NASDAQ-100 Volatility Index
CBOE Volatility Index - OLD
CBOE Volatility Index
DAX Volatility Index
Deutsche Bank FX Volatility Index
Kospi Volatility Index
SMI Volatility Index
Documentation
Volatility Analysis
EGARCH