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majiangpai (Model的男人，消灭投机.客) 于 (Fri Feb 23 15:21:44 2007) 提到:
If stock follows random walk. And the annual volatility is V.
How long (on average) in time T (years) would be for the stock to be +n% or
-n%?
Is the following right?
n = V * SQRT(T)
==> T = (n/V)^2
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sinme4 (天空是我家) 于 (Fri Feb 23 15:25:47 2007) 提到:
you are talking about one sigma deviation?
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majiangpai (Mod
