How is Welles Wilder Volatility Index calculated? :

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Modified on: Tue, 22 Sep, 2020 at 12:23 PM

The Welles Wilder Volatility Index is calculated using the closing price of the period and is calculated based on the following:

VI today = N*VI previous+TR1/X

VI = Volatility Index

X = Time period

N= Time Period-One Unit

TR1 = Today's True Range

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