Comment on Greek Interactions

GAJANAN commented on 14 Mar 2019, 02:36 PM

Dear Ram its like this….
Please refer Excel linked by Kartik all parameters explaied
OK

Maximum Volatility *56%
+2 Standard Deviation (SD) 54% >>>> Actually this is range = 31%+11%*2)
+1 Standard Deviation (SD) 42% >>>>>>> 11.56%+31%
Mean/ Average Volatility 31%
-1 Standard Deviation (SD) 19% >>>>>>>>>>>>>>>>>>>>> 31-11.56
-2 Standard Deviation (SD) 7% >>>>>>>>>>>>>>>> 31-1156*2
Minimum Volatility 13%

I didn’t get it how did you get to 42% as 1SD and 54% as 2SD
Hope its clear Now
I spent 2 days to find this out.

Now my question to Kartik is that how 10, 25 etc windows has to be selected?
Thanks

GAJANAN

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