FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, April 26, 2017: 15.10% (-0.67)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

FTSE 100 Index Annualized Volatility Graph

Volatility Summary Table

Closing Price: £7,275.64 Return: 0.15% 1 Week Pred: 15.15%
Average Week Vol: 14.25% Average Month Vol: 10.92% 1 Month Pred: 15.33%
Min Vol: 7.59% Max Vol: 67.61% 6 Months Pred: 16.07%
Average Vol: 17.15% Vol of Vol: 18.52% 1 Year Pred: 16.43%