FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, October 17, 2017: 8.46% (-0.17)
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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: £7,526.97 Return: -0.11% 1 Week Pred: 8.77%
Average Week Vol: 8.79% Average Month Vol: 9.76% 1 Month Pred: 9.83%
Min Vol: 7.51% Max Vol: 67.47% 6 Months Pred: 13.34%
Average Vol: 17.04% Vol of Vol: 18.47% 1 Year Pred: 14.83%