FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, February 27, 2017: 8.79% (+0.52)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

FTSE 100 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: £7,243.70 Return: -0.38% 1 Week Pred: 9.09%
Average Week Vol: 8.36% Average Month Vol: 8.97% 1 Month Pred: 10.11%
Min Vol: 7.50% Max Vol: 67.91% 6 Months Pred: 13.59%
Average Vol: 17.21% Vol of Vol: 18.62% 1 Year Pred: 15.10%