How to calculate historical volatility of the DAX index?
Procedure to calculate historical volatility of DAX index:
- Step 1 Download the excel sheet from this link
- Visit investing.com or click this link
- Download the 12-month historical data one by one from the link
- Open the downloaded file from investing.com
- Delete other columns except for Date and close price
- Paste the 12-month data of close price with date in an excel sheet
- Open the excel sheet downloaded from step 1
- Delete the columns Date- Adj Close
- Copy and paste the data of 12 months in the file
- Study the graph with relation to price
- When the historical volatility at its peek market tends to reverse
- When the historical volatility at its lowest point market tends to reverse
- Identify the highest and lowest volatility data
- Enter the market when volatility at its highest point
- Exit from the market when volatility at the lowest point
- Why implied volatility increase or decrease in options?
- Relationship between implied volatility and historical volatility
- How to calculate implied volatility for nifty options?
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