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Article Archive For Keyword: SIDEBAR Assessing volatilitys
DownloadSIDEBAR: Assessing volatility's predictive value
ARTICLE SYNOPSIS...SIDEBAR: Assessing volatility's predictive value To assess the predictive value of volatility, I reviewed 1,443 days of price action on the Standard & Poor's 100 stock index, starting on May 15, 1984. Volatility was measured by the standard deviation of
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