has somebody use Vola and VaR to Analyse Data ?

handada

relative vola is variance of weighted log-return of historic data(251 days).  man can use it to calculate VaR(99% and 95%). man can know the percentage movement (shifts) of next days (each stock), and probability. Normally Bank uses probability 99% and 95%  

For example the conengy is +/- 13%*2.64  for 1 day, 26% for 4 days.              shifts * sqrt(T).

southware

个人感觉这些东西对散户投资的意义不是很大，散户要掌握基本的技术分析和培养好的心态。买卖背后是人的心理，不太可能完全用数学模型来预测人的买卖行为。