What is the annualized volatility for the percentage rate change?
What will be an ideal response?
The formula for annualizing a weekly standard deviation is: weekly standard deviation × . Annualizing the weekly volatility measure for the percentage change, we get:
percentage change = 2.14% × = 15.43176% or about 16.43%.
In terms of logarithm, we would have logarithm percentage change we would get about 5.49%.
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