CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, September 30, 2016: 16.99% (-0.62)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

CAC 40 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: €4,443.84 Return: 0.26% 1 Week Pred: 17.16%
Average Week Vol: 17.71% Average Month Vol: 16.04% 1 Month Pred: 17.78%
Min Vol: 11.02% Max Vol: 71.27% 6 Months Pred: 19.81%
Average Vol: 21.73% Vol of Vol: 21.05% 1 Year Pred: 20.58%