FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 21, 2017: 12.69% (+0.77)
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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: £7,323.98 Return: -0.87% 1 Week Pred: 12.82%
Average Week Vol: 12.23% Average Month Vol: 11.14% 1 Month Pred: 13.27%
Min Vol: 7.55% Max Vol: 67.48% 6 Months Pred: 14.96%
Average Vol: 17.08% Vol of Vol: 18.47% 1 Year Pred: 15.76%