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To: Saturn V who wrote (107689)	8/17/2000 9:26:01 PM
From: Joe NYC	Respond to of 186894

Saturn, The volatility is the variance w.r.t. to "X" -day moving average. I don't think it is with regard to any moving average. It is compared to itself. For example, you compare yesterday's closing price with today's, 2 day ago vs. 1 day ago etc. I think you can do the log of these or you can just divide the prices. This will result in a series. I am not sure if variance is standard deviation or square root of the standard deviation (or squared). There are other ways to calculate volatility. Exponentially weighing the numbers is another approach. You give much greater weight to the recent changes compared to changes in the stock price that happened some time ago. Joe