Normal probabilitiy plots
A normal linear model assumes that the model errors are normally distributed. A probability plot of residuals helps to detect non-normality.
Share prices and volume traded
Warning
If the assumptions of linearity and constant variance are violated, or if there are outliers, the probability plot of residuals will often be curved, irrespective of the error distribution.
Only draw a probability plot if you are sure that the data are linear, have constant variance and have no outliers.