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To: TGPTNDR who wrote (75385)3/22/2002 9:07:49 PM
From: AK2004Respond to of 275872
 
TGPTNDR
re: These #s are higher than I would have thought for the 1 month volatility and lower for the 1 year.
Both 1 month and 1 year volatilities are in the same ballpark so I guess they look reasonable. (Both are quoted on annual basis, industry standard) there is some volatility term structure there but nothing that would seems unusual to me from the 1st glance. The prices are also within the range.
I do admit that 90% is very high but you have to keep in mind that volatility calculations depend very much on methodology.
Regards
-Albert



To: TGPTNDR who wrote (75385)3/22/2002 11:15:25 PM
From: Joe NYCRespond to of 275872
 
tgptndr,

The way he is getting these numbers is by taking historical data. So monthly simply means that he took historical data for 1 month. Yearly means he took 1 year worth of data up to the last market close.

Joe


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