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  • HullOFOD11eProblem 15 - 26 - GE

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    মোঃ সানজিদ হাসান
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    This document contains a table showing the weekly stock price, percentage change in price from the previous week, and the natural log of the percentage change for a stock over 15 weeks. It also includes the calculated volatility and standard error of the weekly percentage changes in price.

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    HullOFOD11eProblem 15_26_GE

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    This document contains a table showing the weekly stock price, percentage change in price from the previous week, and the natural log of the percentage change for a stock over 15 weeks. It also includes the calculated volatility and standard error of the weekly percentage changes in price.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
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    7 views1 page

    HullOFOD11eProblem 15 - 26 - GE

    Uploaded by

    মোঃ সানজিদ হাসান
    This document contains a table showing the weekly stock price, percentage change in price from the previous week, and the natural log of the percentage change for a stock over 15 weeks. It also includes the calculated volatility and standard error of the weekly percentage changes in price.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Stock

    Week,i Price Si/Si-1 ln(Si/Si-1)


    1 30.2
    2 32.0 1.059603 0.057894
    3 31.1 0.971875 -0.028528
    4 30.1 0.967846 -0.032683 Volatility 0.20794
    5 30.2 1.003322 0.003317
    6 30.3 1.003311 0.003306 Standard Error 0.039297
    7 30.6 1.009901 0.009852
    8 33.0 1.078431 0.075508
    9 32.9 0.99697 -0.003035
    10 33.0 1.00304 0.003035
    11 33.5 1.015152 0.015038
    12 33.5 1 0
    13 33.7 1.00597 0.005952
    14 33.5 0.994065 -0.005952
    15 33.2 0.991045 -0.008996

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