Historical Volatility
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.
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.