CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, February 27, 2017: 13.12% (+0.95)
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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: €4,845.24 Return: -0.95% 1 Week Pred: 13.47%
Average Week Vol: 12.70% Average Month Vol: 13.01% 1 Month Pred: 14.66%
Min Vol: 10.61% Max Vol: 71.35% 6 Months Pred: 18.39%
Average Vol: 21.62% Vol of Vol: 21.09% 1 Year Pred: 19.78%