Registered User
Joined: 2/3/2005
Posts: 12
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I’ve noticed that one of the data sheet items I can look at for a given symbol is price volatility. Is there any documentation about how this is calculated?
It is my understanding that the "normal" way this is calculated would be to use 252 days of close and calculate a standard deviation. Is that the case here?
TIA.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (jimnewman) It is my understanding that the "normal" way this is calculated would be to use 252 days of close and calculate a standard deviation.
There seem to be a lot of indicators called Volatility (or with Volatility in the name). Do an internet search for Volatility Technical Analysis and you will see what I mean by a lot (Chaikin's Volatility, VIX, Historical Volatility, Relative Volatility, Volatility Bands, Bollinger Bandwidth, Range, Average True Range and TeleChart's built in Price Volatility Criteria are just a few examples of Volatility indicators). None of them would seem to be any more "usual" than another.
QUOTE (jimnewman) I’ve noticed that one of the data sheet items I can look at for a given symbol is price volatility. Is there any documentation about how this is calculated?
The most understandable description I can think of is contained in the Volatility as per TC2005 topic.
-Bruce
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