CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, October 17, 2017: 9.67% (+0.02)
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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: €5,362.88 Return: 0.21% 1 Week Pred: 10.23%
Average Week Vol: 9.78% Average Month Vol: 10.51% 1 Month Pred: 12.04%
Min Vol: 9.65% Max Vol: 72.03% 6 Months Pred: 17.26%
Average Vol: 21.48% Vol of Vol: 21.19% 1 Year Pred: 19.17%