CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, December 14, 2017: 11.87% (+0.14)
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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: €5,399.45 Return: -0.51% 1 Week Pred: 12.25%
Average Week Vol: 11.75% Average Month Vol: 11.50% 1 Month Pred: 13.55%
Min Vol: 9.29% Max Vol: 72.13% 6 Months Pred: 17.75%
Average Vol: 21.45% Vol of Vol: 21.25% 1 Year Pred: 19.43%