How to calculate historical volatility of DAX index ?

How to calculate historical volatility of DAX index ?

How to calculate historical volatility of the DAX index?

Procedure to calculate historical volatility of DAX index:
How to calculate historical volatility of the DAX index

  1. Step 1 Download the excel sheet from this link
  2. Visit investing.com or click this link
  3. Download the 12-month historical data one by one from the link
  4. Open the downloaded file from investing.com
  5. Delete other columns except for Date and close price
  6. Paste the 12-month data of close price with date in an excel sheet
  7. Open the excel sheet downloaded from step 1
  8. Delete the columns  Date- Adj Close
  9. Copy and paste the data of 12 months in the file
  10. Study the graph with relation to price
  11. When the historical volatility at its peek market tends to reverse 
  12. When the historical volatility at its lowest point market tends to reverse
  13. Identify the highest and lowest volatility data
  14. Enter the market when volatility at its highest point
  15. Exit from the market when volatility at the lowest point
  16. Why implied volatility increase or decrease in options?
  17. Relationship between implied volatility and historical volatility
  18. How to calculate implied volatility for nifty options?


Subscribe our blog for new excel sheet. Share your views on this blog

Post a Comment

0 Comments