FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, January 19, 2017: 10.84% (-0.08)
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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: £7,247.61 Return: 0.38% 1 Week Pred: 11.04%
Average Week Vol: 9.61% Average Month Vol: 9.86% 1 Month Pred: 11.77%
Min Vol: 7.53% Max Vol: 67.92% 6 Months Pred: 14.37%
Average Vol: 17.23% Vol of Vol: 18.62% 1 Year Pred: 15.55%