[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[EquisMetaStock Group] How to determine the stability of volatility for a long periods of time?



PureBytes Links

Trading Reference Links

I would like to determine which stock is more stable and less 
volatility for a long period of time, does anyone have any idea on this 
issue?
Stdev(C, 60) can be defined as a unit to determine the volatility of 
price movement for a specific length of periods, but how to determine 
the stability of this volatility for a long period of time? such as 10 
years.

If there are two stocks A and B, 
Stdev(C, 60) for A is more volatile then Stdev(C, 60) for B in term of 
price movement, but 
Stdev(C, 60) for A is more stable then Stdev(C, 60) for B for 10 
periods of time.

Does anyone know how to measure the stability of volatility?
Should I measure Stdev(Stdev(C, 60), 2500) to determine the volatility 
for 10 years? I could be wrong on this approach, does anyone have any 
suggestion?

Thank you for any suggestion
Eric







 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/equismetastock/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/equismetastock/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:equismetastock-digest@xxxxxxxxxxxxxxx 
    mailto:equismetastock-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    equismetastock-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/