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Days are business days and a month has 21 such days. All stocks pay no dividends ? Estimate a non-dividend-paying stocks annualized volatility (use 252
Days are business days and a month has 21 such days. All stocks pay no dividends ?
Estimate a non-dividend-paying stocks annualized volatility (use 252 trading days) using its prices in the past nine months.
Month Stock Price per share
1 80
2 64
3 80
4 64
5 80
6 100
7 80
8 64
9 80
Then, predict the value of the stock on the 10th business day of the 10th month with approximate probability 90%.
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