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Volatility Index ?

Discussion in 'Shares' started by carlosreynolds, 14th Oct, 2008.

  1. carlosreynolds

    carlosreynolds Active Member

    Joined:
    11th Jun, 2008
    Posts:
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    Location:
    QLD
    Sorry to rehash an old thread - but I'd much prefer than starting a new one. Sim, feel free to move.

    I want to build a daily volatility index (as I can't find one) on the ASX200. I imagine it would simply be the opening and closing prices represented as a percentage and then you could find all sorts of averages - daily, weekly, monthly, yearly etc You could then use these to compare standard deviations etc.

    Is this the correct way to do it? Has this been done before (so I don't have to build it)?
     
  2. carlosreynolds

    carlosreynolds Active Member

    Joined:
    11th Jun, 2008
    Posts:
    39
    Location:
    QLD
  3. DaveJ

    DaveJ Well-Known Member

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    13th Nov, 2005
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