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Non-Tech : Quote.com QCharts -- Ignore unavailable to you. Want to Upgrade?


To: taxman who wrote (3974)10/10/1999 11:31:00 PM
From: Gibbons Burke  Read Replies (1) | Respond to of 17977
 
We don't currently have historical volatility in the specific "annualized standard deviation of the log of the last 20 days change in price" meaning of the term on the free site, but there are several measures of market volatility that can serve as a reasonable proxy. The width of the Bollinger Bands study, for example, is determined my the standard deviation of price closes, so it can be a good visual indicator of historical market volatility.

The Donchian channels function the same way, but rather than presenting a statistical estimation of volatility, it uses the absolute high and low of the previous n-periods to measure volatility.

The ADX Directional Movement study is another measure of market volatility.

QCharts gives you access to Historical and Implied volatility for options in the strict sense mentioned above through the Option Analysis web pages using the built in web browser.

Hope this helps,
--
Gibbons