CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, July 25, 2016: 23.26% (-1.04)
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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: €4,381.10 Return: 0.11% 1 Week Pred: 23.21%
Average Week Vol: 25.24% Average Month Vol: 33.49% 1 Month Pred: 23.03%
Min Vol: 11.01% Max Vol: 71.27% 6 Months Pred: 22.34%
Average Vol: 21.80% Vol of Vol: 21.13% 1 Year Pred: 22.04%