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  • Fig. 8 - Predicted Stock Volatility and The Effects of Leverage

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    Stock Pattern

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    Stock Pattern

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    © All Rights Reserved
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    41 views1 page

    Fig. 8 - Predicted Stock Volatility and The Effects of Leverage

    Uploaded by

    jacch123
    Stock Pattern

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Fig.

    8 -- Predicted Stock Volatility and the Effects of Leverage


    Predicted Stock SD due to Leverage Predicted Daily Stock SD
    20%

    18%

    16%

    14%
    Standard Deviation per Month

    12%

    10%

    8%

    6%

    4%

    2%

    0%
    1900

    1905

    1910

    1915

    1920

    1925

    1930

    1935

    1940

    1945

    1950

    1955

    1960

    1965

    1970

    1975

    1980

    1985

    1990

    1995

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