FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, December 14, 2017: 10.29% (-0.36)
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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: £7,496.51 Return: -0.05% 1 Week Pred: 10.50%
Average Week Vol: 10.25% Average Month Vol: 9.26% 1 Month Pred: 11.24%
Min Vol: 7.48% Max Vol: 67.47% 6 Months Pred: 13.91%
Average Vol: 17.01% Vol of Vol: 18.47% 1 Year Pred: 15.13%