FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, March 27, 2017: 8.78% (-0.25)
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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: £7,336.82 Return: -0.05% 1 Week Pred: 9.08%
Average Week Vol: 8.85% Average Month Vol: 9.18% 1 Month Pred: 10.10%
Min Vol: 7.51% Max Vol: 67.80% 6 Months Pred: 13.55%
Average Vol: 17.18% Vol of Vol: 18.60% 1 Year Pred: 15.05%