Historical Volatility

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The Historical Volatility function calculates the volatility of a set of input data values, such as stock prices over a period of time.

Historical Volatility
Historical Volatility

1. Syntax

HISTVOL(d0)

2. Input

The Historical Volatility function requires the following input series:

  • d0 - The set of data values for which the Historical Volatility is calculated.

3. Parameters

The Historical Volatility function has no parameters.

4. Output

The Historical Volatility function generates the following output:

  • Historical Volatility - A single value representing the Historical Volatility of the input values.

5. See also

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