The following graph plots the year-to-date performance of the index for 1958 compared to the probability calculated by a random walk model.
Initial Value: 39.99
Hist. Volatility: 0.75%
Annual Drift: 7%
Final Value: 55.21
Percentile: 94%
The high to date and low to date prices of the stock plotted against a random walk model for 1958 (what's this?).
© 2005, 2016, The Research Foundation of State University of New York, http://www.textbiz.org