i have gone through varsity and am aware of calculation process by excel .
i wish to know how to check the annual volatility & daily volatility on NSE website for both equities and currency segments .
can anyone share the direct link to reach the attached scree shot ?
i tried 3 days on NSE website , did not find .
please do share the link .
Aehsan - NSE publishes this information for Futures. For others uou will have to calculate the same yourself.
Get the stock quote for the stock that you like -
For example - here is Reliance - http://www.nseindia.com/live_market/dynaContent/live_watch/get_quote/GetQuoteFO.jsp?underlying=RELIANCE&instrument=FUTSTK&expiry=26NOV2015&type=-&strike=-
Right below click on other information and you will get to see the volatility information.
Karthik / Nithin,
I am trying to build few strategies around volatility, can you please help understand where we can get the historical
annualized volatility we see in the NSE website,
What you see at the bottom most part under other information is historical annualized volatility and daily volatility.
I am aware, when I meant by historical annualized volatility; I meant annualized volatility for the last one year.
For example what was the annualized volatility on 30th May’ 2017 or 30th April’ 2017 or 20th Jan’ 2017.
Ah, in that case I think its best to calculate the historical volatility yourself.
in that case i will require your help please, since if I apply the formulas as per what you have mentioned I am not getting this value, hence require your guidance to get the same volatility we see in NSE site.