CAC 40 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, December 6, 2016: 14.01% (+0.72)
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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: €4,574.32 Return: 1.00% 1 Week Pred: 14.32%
Average Week Vol: 13.55% Average Month Vol: 14.56% 1 Month Pred: 15.40%
Min Vol: 10.98% Max Vol: 71.17% 6 Months Pred: 18.76%
Average Vol: 21.67% Vol of Vol: 21.03% 1 Year Pred: 19.98%