Nifty Daily Volatility

[Nehal_s143]

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

 

[sparun]

hi
do u use smartfinance software. can u send me the software pls reply

 

[Forex-Plain]

Hi Nehal,

Daily Vol is the annualized volatility divided by the sqr (time), that is 31.48 / sqrt(365) = 31.48/19.10=1.647 roughly 1.65%

 

[Rish]

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

 

[Rish]

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.