You regress a stock's daily returns against the S&P 500 over the last 30 days and get a beta of 1.5 with a standard error of 0.8. Your PM asks if this stock is strictly more volatile than the market. How do you answer and what calculations do you run in your head?

你用过去 30 天的每日收益率对标普 500 跑了个回归，得出某只股票的 Beta 是 1.5，标准误（Standard Error）是 0.8。你的基金经理问你，这只股票是不是绝对比大盘波动更大？你怎么回答，你脑子里在做怎样的计算？