FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, December 6, 2016: 10.20% (-0.21)
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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: £6,746.83 Return: 0.24% 1 Week Pred: 10.44%
Average Week Vol: 10.67% Average Month Vol: 13.25% 1 Month Pred: 11.27%
Min Vol: 7.55% Max Vol: 67.89% 6 Months Pred: 14.17%
Average Vol: 17.26% Vol of Vol: 18.62% 1 Year Pred: 15.46%