voltality index

Discussion in 'Trading' started by sfunds, Dec 11, 2009.

  1. sfunds

    sfunds

    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
     
    #1     Dec 11, 2009
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  2. auspiv

    auspiv

    #2     Dec 11, 2009
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  3. matador04

    matador04

    search for a VIX white paper, they show the details of the calculation over a rolling 30 day period
     
    #3     Dec 11, 2009
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