Estimating Stock Trading Range From Historical Volatility

**Carl** · May 13th, 2009, 01:05 PM posted to microsoft.public.excel.worksheet.functions

I have a list of stocks and their historical volatilities. Is there a formula
that can be used in excel which could estimate the trading range of the stock
for a given day ?

Thank you in advance.

**Don Guillett** · May 15th, 2009, 04:13 PM posted to microsoft.public.excel.worksheet.functions

That same formula failed on selecting the winning horse in the Kentucky
Derby.
And, to get closer to what I used to do, it also failed to predict Brawn
racing's success this year.
--
Don Guillett
Microsoft MVP Excel
SalesAid Software

"carl" wrote in message
...
I have a list of stocks and their historical volatilities. Is there a
formula
that can be used in excel which could estimate the trading range of the
stock
for a given day ?

Thank you in advance.

**Carl** · May 15th, 2009, 08:19 PM posted to microsoft.public.excel.worksheet.functions

Thanks Don.

I won't put to much on the line then.

Do you have any suggestions regarding a formula to try in excel ?

"Don Guillett" wrote:

That same formula failed on selecting the winning horse in the Kentucky
Derby.
And, to get closer to what I used to do, it also failed to predict Brawn
racing's success this year.
--
Don Guillett
Microsoft MVP Excel
SalesAid Software

"carl" wrote in message
...
I have a list of stocks and their historical volatilities. Is there a
formula
that can be used in excel which could estimate the trading range of the
stock
for a given day ?

Thank you in advance.

**Don Guillett** · May 15th, 2009, 09:28 PM posted to microsoft.public.excel.worksheet.functions

I was once a Regional Manager for ING (yellow lion) and learned a long time
ago not to try this. I write custom excel projects, many financial, but
won't do this. I don't want the blame.
--
Don Guillett
Microsoft MVP Excel
SalesAid Software

"carl" wrote in message
...
Thanks Don.

I won't put to much on the line then.

Do you have any suggestions regarding a formula to try in excel ?

"Don Guillett" wrote:

That same formula failed on selecting the winning horse in the Kentucky
Derby.
And, to get closer to what I used to do, it also failed to predict Brawn
racing's success this year.
--
Don Guillett
Microsoft MVP Excel
SalesAid Software

"carl" wrote in message
...
I have a list of stocks and their historical volatilities. Is there a
formula
that can be used in excel which could estimate the trading range of the
stock
for a given day ?

Thank you in advance.

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