CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, January 19, 2017: 11.85% (-0.25)
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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: €4,853.40 Return: -0.13% 1 Week Pred: 12.29%
Average Week Vol: 11.77% Average Month Vol: 12.05% 1 Month Pred: 13.75%
Min Vol: 10.66% Max Vol: 71.38% 6 Months Pred: 18.09%
Average Vol: 21.65% Vol of Vol: 21.07% 1 Year Pred: 19.64%