The definition of volatility Calculating volatility Volatility is the variability of the return. This variability is measured by the standard deviation of the return with continuous interest rate payments. Volatility is usually calculated from the daily closing prices, but weekly, monthly, hourly, or even minutely data could be used.
It is important to note at this point that the n number of observations does not equal to how many parts one wants to divide the analysed period. The higher the volatility the higher the fluctuation in the heti opciók vannak prices.
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Statistical volatility is the percentage value of the price fluctuations determined by statistical methods. Traders and analysts examine the normal opciós idő prémium of the closing market prices in a given period to determine the value of the statistical volatility. When assuming the price cannot be zero or negative, lognormal distribution may be a better choice, but it requires more data processing.
The The sequence can be formed from the closing prices on 20 days when this period can realistically reflect the market price fluctuations. The table below summarises the statistical volatility for different periods. However, the The decreasing volatility is accompanied by an increasing share price.