Afternoon Std Dev = 1.5 + 0.27 * Morning Std Dev, 03/5/08
This chart shows the difference between morning and afternoon standard deviations in the SP Futures.
The median is 0.77 and the regression is:
Afternoon Std Dev = 1.5 + .27 * Morning Std Dev
Afternoon Std Dev = 1.5 + .27 * Morning Std Dev
Henry Carstens
Vertical Solutions
carstens@verticalsolutions.com