FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, October 3, 2016: 13.05% (-0.46)
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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: £6,899.33 Return: -0.29% 1 Week Pred: 13.17%
Average Week Vol: 13.42% Average Month Vol: 13.29% 1 Month Pred: 13.61%
Min Vol: 7.56% Max Vol: 68.01% 6 Months Pred: 15.30%
Average Vol: 17.30% Vol of Vol: 18.67% 1 Year Pred: 16.12%