Futures Volatility

[scotty_dog]

Hi there,

Is anyone able to recommend a good way for me to find out the historical volatilities (over the past year) of the following futures contracts?


DAX
EUROSTOXX
SMI
FTSE 100
CAC 40
mini S&P
mini NASDAQ
mini Dow
mini Russell 2000

Bund
Bobl
5 Year Note
10 Year Note
30 Year Bond

Euro FX
Yen FX
Pound FX


Cheers,
Scott

 

[RUDEBOY]

Volatility over the last year? Just look at a one year chart?

 

[scotty_dog]

Thanks for the reply.

However, I'm looking for something a bit more quanitifiable, such as annual Standard Deviations. Any thoughts on this?

Volatility over the last year? Just look at a one year chart?

 

[jimbo57]

Thanks for the reply.

However, I'm looking for something a bit more quanitifiable, such as annual Standard Deviations. Any thoughts on this?

put the closing daily data in a spead sheet and do the calc

 

[scotty_dog]

put the closing daily data in a spead sheet and do the calc

Given if you have the data.
Do you know if the just the stats are available somewhere on the web?