Volatility Percentiles

This is a discussion on Volatility Percentiles within the Futures & Options forums, part of the Markets category; Hi, I was reading a book regarding ranking volatility into percentiles. I can calculate the volatility in excel but do ...

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Old Jun 16, 2010, 5:10pm   #1
Joined May 2010
Volatility Percentiles

Hi, I was reading a book regarding ranking volatility into percentiles. I can calculate the volatility in excel but do not understand how to rank this into percentiles. Can someone give me a few ideas where to start.

thanks.
Mikey12345 is offline   Reply With Quote
Old Jun 16, 2010, 7:43pm   #2
Joined Feb 2008
Re: Volatility Percentiles

Best Guess Dont know how and if Excel can do it.

Take a period on time say VIX 10yr
Rangebound it
then divide the range by the breakdown you are looking for
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