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I would like to determine which stock is more stable and less
volatility for a long period of time, does anyone have any idea on this
issue?
Stdev(C, 60) can be defined as a unit to determine the volatility of
price movement for a specific length of periods, but how to determine
the stability of this volatility for a long period of time? such as 10
years.
If there are two stocks A and B,
Stdev(C, 60) for A is more volatile then Stdev(C, 60) for B in term of
price movement, but
Stdev(C, 60) for A is more stable then Stdev(C, 60) for B for 10
periods of time.
Does anyone know how to measure the stability of volatility?
Should I measure Stdev(Stdev(C, 60), 2500) to determine the volatility
for 10 years? I could be wrong on this approach, does anyone have any
suggestion?
Thank you for any suggestion
Eric
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