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About the Stocks

About the Stocks. MSFT April 16, 1997 – January 25, 2010 3423 days. GE April 9, 1997 – December 30, 2010 3184 days. Price Series with Returns Series. Realized Volatility and Bipower Volatility (5-Minute, Annualized).

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About the Stocks

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  1. About the Stocks • MSFT • April 16, 1997 – January 25, 2010 • 3423 days • GE • April 9, 1997 – December 30, 2010 • 3184 days

  2. Price Series with Returns Series

  3. Realized Volatility and Bipower Volatility (5-Minute, Annualized)

  4. Relative Contribution of Jumps (5-Minute, Annualization-Robust, Variance)

  5. Volatility Signature Plots (Annualized)

  6. Sub-Sampled Realized Volatility (Annualized)

  7. Median Volatility (Annualized)

  8. Minimum Volatility (Annualized)

  9. Pre-Averaged Realized Volatility (Annualized)

  10. Truncated Variation (Annualized)

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