File:VolatilityDJIA-scaled.jpg
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Summary
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English: Show volatility of the Dow Jones Industrial Average Index since 1928, impact of the 30th, of 1987.
Proof that volatility can be and often is volatile itself. Computation: Standard deviation of monthly and quarterly returns scaled by square root of 12 or of 4 respectively. Standard deviation of yearly returns unscaled. Show that volatility scaling doesn't work for the Dow Jones Industrial Average Index from 1928 until 2010. Scaling by square root of 250 of daily returns may even lead to more errors presumably. |
| Date | |
| Source | Own work |
| Author | Gaschroeder |
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I, the copyright holder of this work, release this work into the public domain. This applies worldwide. In some countries this may not be legally possible; if so: I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law. |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 20:30, 12 August 2010 | | 1,600 × 1,068 (855 KB) | Gaschroeder (talk | contribs) | better resolution |
| 16:04, 11 August 2010 |  | 1,518 × 882 (179 KB) | Gaschroeder (talk | contribs) | {{Information |Description={{en|1=Show volatility of the Dow Jones Industrial Average Index since 1928, impact of the 30th, of 1987. Proof that volatility can be and often is volatile itself. Computation: Standard deviation of monthly and quarterly return |
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