CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 29, 2016: 14.76% (+0.07)
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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: €4,441.87 Return: 0.80% 1 Week Pred: 15.04%
Average Week Vol: 15.01% Average Month Vol: 17.33% 1 Month Pred: 16.02%
Min Vol: 11.00% Max Vol: 71.47% 6 Months Pred: 19.09%
Average Vol: 21.76% Vol of Vol: 21.10% 1 Year Pred: 20.22%