Discuss Volatility given on NSE quotes at the Options within the Traderji.com - Discussion forum for Stocks Commodities & Forex; I was calcualting my own historical volatility for NIFTY.
From the NIFTY quote the Annualized ...
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Sorry I stand corrected ( please refer message above)
The NSE quote is around 33.85 for the volatility not 47.29. Still I am not able to account for nearly 10%. BTW I am using 365 days for annualization- it seems the NSE quote is doing the same- my guess would be that they are using some less than 50 day average- any comments?
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12th August 2007, 11:21 AM
Volatility given on NSE quotes
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