Nifty Daily Volatility

Nehal_s143

Well-Known Member
#1
Hi Friends

I want to know how Nifty Daily Volatility is calculated, is there old data available for Nifty Daily Volatility or any afl available

I tried with smart-finance method but the values are not matching with nseindia.com values

Regards

Nehal
 
Last edited:

Rish

Well-Known Member
#4
Hi Friends

I want to know how Nifty Daily Volatility is calculated, is there old data available for Nifty Daily Volatility or any afl available

I tried with smart-finance method but the values are not matching with nseindia.com values

Regards

Nehal
Nehal

This is the volatility calculation Excel file.

Niranjan
 
Last edited:

Rish

Well-Known Member
#5
Hi Friends

I want to know how Nifty Daily Volatility is calculated, is there old data available for Nifty Daily Volatility or any afl available

I tried with smart-finance method but the values are not matching with nseindia.com values

Regards

Nehal
Nehal

Smart Finance volatility will not match with NSE volatility. Calculations are different.
 

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