HistVolatility
Mon 01 January 2018Syntax
HistVolatility(Closing_Prices, Trading_Days)
Description
Use the HistVolatility function to compute the historical volatility of a market-traded instrument.
Parameters
|
Field or Control |
Definition |
|---|---|
| Closing_Prices |
An array of number. The elements in this array contain a vector of closing prices for the instrument. |
| Trading_Days |
The number of trading days in a year. |
Returns
A number.