Question

Obtain at least 5 years' worth of daily or weekly stock price data for a stock of your choice.
1. Compute annual volatility using all the data.
2. Compute annual volatility for each calendar year in your data. How does volatility vary over time?
3. Compute annual volatility for the first and second half of each year in your data. How much variation is there in your estimate?


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  • CreatedAugust 12, 2015
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