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No.

Date Nifty Close Price (C) Log returns (R) R=ln(C/Ct-1) u


1 19-Jan-18 10921
2 22-Jan-18 10992.5 0.0065 0.0065 -0.0017
3 23-Jan-18 11107.85 0.0104 0.0104 -0.0017
4 24-Jan-18 11105.4 -0.0002 -0.0002 -0.0017
5 25-Jan-18 11062.6 -0.0039 -0.0039 -0.0017
6 29-Jan-18 11137.65 0.0068 0.0068 -0.0017
7 30-Jan-18 11072.1 -0.0059 -0.0059 -0.0017
8 31-Jan-18 11055.4 -0.0015 -0.0015 -0.0017
9 1-Feb-18 11031.3 -0.0022 -0.0022 -0.0017
10 2-Feb-18 10755.85 -0.0253 -0.0253 -0.0017
Sum of R -0.0152 -0.0017

u=sum of R/N -0.0017


(R-u) (R-u)²

0.0082 0.0001
0.0121 0.0001
0.0015 0.0000
-0.0022 0.0000
0.0085 0.0001
-0.0042 0.0000
0.0002 0.0000
-0.0005 0.0000
-0.0236 0.0006
sum of (R-u)² 0.00086774

sum of (R-u)²/N-1 0.000108


Sqrt of sum of (R-u)²/N-1 0.0103923048
Sqrt of sum of (R-u)²/N-1 *100 1.04 %
Sqrt of sum of (R-u)²/N-1 *100
* sqrt (252) 16.50 %

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