Intraday volatility of OMX Baltic stocks
Usually, intraday volatility exhibits a “smile” – it is high at open and close and it is lower during the trading day.
DJI index, 5 min. intervals, CET time:
MOS stock, 5 s. intervals, CET time:
Because many readers of this blog are trading Nasdaq OMX Baltic stocks, it is worth to share my findings about volatility in these markets. It was surprising for me, that none of the stocks in OMX Baltic markets follow “smile” pattern as it was show above.
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