Symbol NIFTY
Underlying Close Price (A)
Underlying Previous Day Close Price (B)
Underlying Log Returns (C) = LN(A/B)
Previous Day Underlying Volatility (D)
Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)
Underlying Annualised Volatility (F) = E*Sqrt(365)
Range = A * E
Nifty on 15th April may trade in a range from 5848 to 5974. But look for technical analysis details too. Infosys results also impact Nifty in long term.
Underlying Close Price (A)
Underlying Previous Day Close Price (B)
Underlying Log Returns (C) = LN(A/B)
Previous Day Underlying Volatility (D)
Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)
Underlying Annualised Volatility (F) = E*Sqrt(365)
Range = A * E
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| Volatility Calculation |
