MSCI WORLD GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, August 26, 2016: 7.79% (-0.04)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

MSCI World Annualized Volatility Graph

Volatility Summary Table

Closing Price: $418.52 Return: -0.18% 1 Week Pred: 8.04%
Average Week Vol: 7.82% Average Month Vol: 9.62% 1 Month Pred: 8.88%
Min Vol: 5.87% Max Vol: 60.92% 6 Months Pred: 11.88%
Average Vol: 14.54% Vol of Vol: 16.97% 1 Year Pred: 13.26%