问题如下:
Suppose that the observations on a stock price (in USD) at the close of trading on 15 consecutive days are 40.2, 40.0, 41.1, 41.0, 40.2, 42.3, 43.1, 43.4, 42.9, 41.8, 43.7, 44.3, 44.4, 44.8, and 45.1. Estimate the daily volatility.
选项:
解释:
The 14 daily returns are –0.498%, 2.75%, –2.43%, …. The average of the squared returns is 0.000534, and the volatility estimate is the square root of this or 2.31%.
我把15天的价格输入计算器,算出sigma=1.697,我理解这个sigma是15天的价格波动率,那一天的价格波动率是不是就是1.697/根号10,但是算出来的结果不是答案那样的,求详细说明一下题目的解题过程