given beta, how to calculate stock move

Discussion in 'Strategy Building' started by Baozi, Nov 2, 2022.

  1. Sekiyo

    Sekiyo

    Can you use the implied volatility ?

    If you want to know how volatile is going to be NVDA compared to QQQ over the next 30 days …
     
    #21     Apr 2, 2025
  2. TheBigShort

    TheBigShort

    sure could but that would just give me the implied beta. Estimated Cor x (NVDA Ivol/QQQ Ivol). But id like to estimate beta myself to see how my vol estimate compares with markets
     
    #22     Apr 2, 2025
    Sekiyo likes this.