FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 1, 2016: 13.49% (-0.60)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

FTSE 100 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: £6,724.43 Return: 0.05% 1 Week Pred: 13.60%
Average Week Vol: 14.64% Average Month Vol: 21.60% 1 Month Pred: 14.00%
Min Vol: 7.54% Max Vol: 68.21% 6 Months Pred: 15.53%
Average Vol: 17.34% Vol of Vol: 18.74% 1 Year Pred: 16.28%