CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, March 27, 2017: 11.46% (-0.15)
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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: €5,020.90 Return: -0.24% 1 Week Pred: 11.91%
Average Week Vol: 11.53% Average Month Vol: 12.76% 1 Month Pred: 13.39%
Min Vol: 10.57% Max Vol: 71.40% 6 Months Pred: 17.86%
Average Vol: 21.60% Vol of Vol: 21.10% 1 Year Pred: 19.49%