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Crude Oil Makes $6, 7 Standard Deviation Move in Four Hours
After a steep run-up in crude oil (both Brent & WTI) crude fell from $103 to $96 dollars in only two hours, a 7 standard deviation move. Over the past week, Colonel Qaddafi's violence in Libya had driven up prices to as high as $120/barrel (brent) and $103/barrel (WTI), as oil consuming nations...
Three year annualized volatility
im trying to calculate a three year annualized volatility. i understand that for a one year annualized volatility i will take the st dev and multiply it by SQRT ( 252). if im looking at three years worth of data and i need the three year volatility does that mean the annualization factor becomes...
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