V.9:1 (38-38): Volatility by Arthur A. Merrill, C.M.T.

V.9:1 (38-38): Volatility by Arthur A. Merrill, C.M.T.
Item# \V09\C01\VOLATIL.PDF
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Volatility by Arthur A. Merrill, C.M.T.

Does the degree of volatility in the stock market give us any clue to the future of the market? I tested day-to-day volatility and found that it does have a good forecasting record.

I took the percent change of the Dow Jones Industrial Average from the preceding day's close to the current close, and multiplied by 1,000 to get a reasonable number. All changes up or down were made positive. The changes in the week were then averaged to make the v basic index. The chart is a 33% exponential average, which is about the equivalent of a five-week average.

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