CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, June 26, 2017: 12.09% (-0.17)
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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: €5,266.12 Return: -0.30% 1 Week Pred: 12.51%
Average Week Vol: 12.56% Average Month Vol: 12.62% 1 Month Pred: 13.90%
Min Vol: 10.56% Max Vol: 71.76% 6 Months Pred: 18.09%
Average Vol: 21.54% Vol of Vol: 21.09% 1 Year Pred: 19.60%