| 摘要 |
<p>The future volatility is estimated with high accuracy and estimation according to an arbitrarily predetermined time unit is possible. A time unit parameter representing the unit time for estimation of a volatility is introduced, and it is made optimizable. Consequently, the volatility can be reproduced/estimated according to the time unit suitable for assumption that the number return rate random-walks. Thus, a computing system for determining the time transition of the volatility which is the standard deviation of the price variation of securities is provided.</p> |
