FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, August 30, 2016: 10.11% (-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: £6,838.05 Return: 0.31% 1 Week Pred: 10.35%
Average Week Vol: 10.34% Average Month Vol: 12.06% 1 Month Pred: 11.20%
Min Vol: 7.53% Max Vol: 68.33% 6 Months Pred: 14.18%
Average Vol: 17.32% Vol of Vol: 18.73% 1 Year Pred: 15.51%