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Suppose that observations on a stock price (in dollars) at the end of each of the 6 consecutive days are 101.80, 102.19, 104.20, 100.82, 103.12,

Suppose that observations on a stock price (in dollars) at the end of each of the 6 consecutive days are 101.80, 102.19, 104.20, 100.82, 103.12, 102.94.

Estimate the daily volatility assuming mean returns are zero.
Compute an estimate of the annualized volatility for this asset.
Assuming a normal distribution, estimate 95% confidence interval for the percentage price change in one day.

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