S sfunds Dec 11, 2009 #1 I have eod data for last five years of NSE scripts (Indian) I want to calculate the voltality index. can someone suggest the method thanks
I have eod data for last five years of NSE scripts (Indian) I want to calculate the voltality index. can someone suggest the method thanks
M matador04 Dec 11, 2009 #3 search for a VIX white paper, they show the details of the calculation over a rolling 30 day period