14 June 2013
Nikkei 225 Index Accelerating Volatility
A look at the recent moves in the Nikkei 225 index:
Of note are the negative returns (shown in blue in the chart above) since May 1, with the largest being a jaw-dropping -7.32% day on May 23rd.
Volatility shown is rolling, 90-day realized. Calculations are as of 6/13/2015, executed on daily data since 12/31/2012, in JPY. Volatility as calculated is the annualized standard deviation of lognormal daily returns.