Where can I find data on crude oil volatility ?

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Where can I find data on crude oil volatility ?

2006-09-29 04:18:33 · 2 answers · asked by pere_trappiste 2 in Business & Finance ➔ Investing

2 answers

You can compute it yourself. Get a daily time series of price. Compute daily returns. Then compute standard deviation of daily returns over the desired number of days. Then annualize (multiply times square root of 250). This will be your volatility.

If you have price data, transforming it into a volatility time series should take you all of two minutes.

2006-09-29 04:57:25 · answer #1 · answered by NC 7 · 0⤊ 0⤋

On your local gas station's marquee!

2006-09-29 04:21:00 · answer #2 · answered by Mr. Hotelier 3 · 0⤊ 0⤋