Volatility Comes In Clusters

Posted on 2007-06-20 in Stocks • Tagged with Stock Market • 1 min read

GE Clusters, 06/20/2007

Mandelbrot had it right when he said, large changes tend to be followed by large changes, of either sign, and small changes tend to be followed by small changes. Don't believe him? Well its true! To illustrate this point, I'm posting three graphs of clustered volatility for General Electric (GE …

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