CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 21, 2017: 14.48% (-0.12)
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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: €5,114.15 Return: -0.64% 1 Week Pred: 14.76%
Average Week Vol: 14.87% Average Month Vol: 14.46% 1 Month Pred: 15.70%
Min Vol: 10.58% Max Vol: 71.50% 6 Months Pred: 18.76%
Average Vol: 21.50% Vol of Vol: 21.04% 1 Year Pred: 19.92%