Historical Volatility

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The Historical Volatility function calculates the standard deviation of a set of values over a period. For example, the volatility of stock prices over time.

Historical Volatility
Historical Volatility

1. Syntax

HISTVOL(d0,Alignment)

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 requires the following parameter:

  • Alignment (Optional) – Hierarchy placeholder to be used as the alignment axis.

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

Dundas Data Visualization, Inc.
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