CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, April 26, 2017: 21.68% (-0.95)
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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: €5,277.88 Return: 0.17% 1 Week Pred: 21.68%
Average Week Vol: 17.48% Average Month Vol: 13.13% 1 Month Pred: 21.65%
Min Vol: 10.55% Max Vol: 71.52% 6 Months Pred: 21.54%
Average Vol: 21.59% Vol of Vol: 21.12% 1 Year Pred: 21.49%