日経平均 FDS社推定ボラティリティ [%/year/σ ] 20140207 ~ 20160720

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