Monthly volatility of the S&P BSE 500 Index in India 2017

Monthly volatility of the S&P BSE 500 Index in India from January to December 2017

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Release date

June 2018

Region

India

Survey time period

January to December 2017

Supplementary notes

Note: Volatility is calculated as the standard deviation of the natural log of returns in indices for the respective period.
The S&P BSE 500 is designed to be a broad representation of the Indian market. Consisting of the top 500 constituents in the S&P BSE AllCap, the index covers all major industries in the Indian economy.

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