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Sounds like you are interested in the first formula
without the time factor.
Bill
----- Original Message -----
Sent: Wednesday, July 18, 2007 9:22
AM
Subject: [amibroker] Re: Help in estimating whether
stock is volatile
>
Thank you Bill from your response. I am interested in volatility, you >
can say even raw volatility to see if a stock is volatile in a 5 min >
timeframe through an explorer. Other than this I am evaluating ATR > also,
though I dont know if ATR will give accurate results because ATR > would
point to range contraction, which may not be associated with low >
volatility, if the reference range itself is very large. > > Hope I
could make myself clear. > > Regards > --- In
amibroker@xxxxxxxxxxxxxxx,
"wavemechanic" <fimdot@xxx> wrote: >> >> Are you
interested in volatility or annual historical volatility? >>
>> Bill >> > > > > >
Please note that this group is for discussion between users only. >
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