FTSE 100 INDEX GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, June 26, 2017: 9.59% (-0.18)
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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: £7,424.13 Return: -0.20% 1 Week Pred: 9.85%
Average Week Vol: 9.98% Average Month Vol: 9.47% 1 Month Pred: 10.75%
Min Vol: 7.56% Max Vol: 67.65% 6 Months Pred: 13.81%
Average Vol: 17.11% Vol of Vol: 18.51% 1 Year Pred: 15.13%