60 20140210 20140225 20140311 20140326 20140409 20140423 20140512 20140526 20140609 20140623 20140707 20140722 20140805 20140819 20140902 20140917 20141002 20141017 20141031 20141117 20141202 20141216 20150105 20150120 20150203 20150218 20150304 20150318 20150401 20150415 20150430 20150519 20150602 20150616 20150630 20150714 20150729 20150812 20150826 20150909 20150928 20151013 20151027 20151111 20151126 20151210 20151225 20160113 20160127 20160210 20160225 20160310 20160325 20160408 20160422 20160512 20160526 20160609 20160623 20160707 日経平均 FDS社推定ボラティリティ [%/year/σ ] 20140210 ~ 20160721 70 FDS社推定ボラティリティ 短期ボラティリティ 平均ボラティリティ 50 40 30 20 10 0 20150928 20151001 20151006 20151009 20151015 20151020 20151023 20151028 20151102 20151106 20151111 20151116 20151119 20151125 20151130 20151203 20151208 20151211 20151216 20151221 20151225 20151230 20160106 20160112 20160115 20160120 20160125 20160128 20160202 20160205 20160210 20160216 20160219 20160224 20160229 20160303 20160308 20160311 20160316 20160322 20160325 20160330 20160404 20160407 20160412 20160415 20160420 20160425 20160428 20160509 20160512 20160517 20160520 20160525 20160530 20160602 20160607 20160610 20160615 20160620 20160623 20160628 20160701 20160706 20160711 20160714 20160720 20160725 20160728 20160802 日経平均 FDS社Mレシオ (緑の太線) 4.0 23,500 3.5 21,500 3.0 19,500 2.5 17,500 2.0 15,500 1.5 13,500 1.0 11,500 0.5 9,500 0.0 7,500 日経平均 FDS社トレンド境界値 日経平均 FDS社MレシオとFDS社トレンド境界値 20150928 ~ 20160804
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