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i need help from -Himanshu Mahto- By taking 60 stock readings (closing price) Find volatility value . Estimate volatility from historical data The stock price

i need help from -Himanshu Mahto-
By taking 60 stock readings (closing price)
Find volatility value . image text in transcribed
image text in transcribed
Estimate volatility from historical data The stock price usually observed at fixed interval of time (e.g. every day, every week, every month....). Let: n+1 number of observation. S; stock price at end of ith interval (i=1,2,...,n). T length of time interval in year. Let u = In S,+1 S The usual estimate of the standard deviation ofu, is given by: 1 (u , - ) n - 1 The standard deviation of U, is ove so: szoVi,oz. i S 1 = 1 S R Market Watch (Marker Closed a CITY CEMENT 3 months 25 24 23 22 21 20 19 26 12 28 13 30 16 9 Net Change -1.10 % Change -41.51 Last Price 23.30 Estimate volatility from historical data The stock price usually observed at fixed interval of time (e.g. every day, every week, every month....). Let: n+1 number of observation. S; stock price at end of ith interval (i=1,2,...,n). T length of time interval in year. Let u = In S,+1 S The usual estimate of the standard deviation ofu, is given by: 1 (u , - ) n - 1 The standard deviation of U, is ove so: szoVi,oz. i S 1 = 1 S R Market Watch (Marker Closed a CITY CEMENT 3 months 25 24 23 22 21 20 19 26 12 28 13 30 16 9 Net Change -1.10 % Change -41.51 Last Price 23.30

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