The following graph plots the year-to-date performance of the index for 1994 compared to the probability calculated by a random walk model.
Initial Value: 258.59
Hist. Volatility: 0.4%
Annual Drift: 7%
Final Value: 250.36
Percentile: 10%
The high to date and low to date prices of the stock plotted against a random walk model for 1994 (what's this?).
© 2005, 2016, The Research Foundation of State University of New York, http://www.textbiz.org