How do people measure historical volatility?
Do you obtain historical vol figures from specialist websites or do you use a formula within your charting packages, similiar to below?
Std(Log(C/Ref(C,-1)),100)*Sqrt(365)*100
Is this the best formula to use?
Does anybody attempt it manually?
Kind regards
M
Do you obtain historical vol figures from specialist websites or do you use a formula within your charting packages, similiar to below?
Std(Log(C/Ref(C,-1)),100)*Sqrt(365)*100
Is this the best formula to use?
Does anybody attempt it manually?
Kind regards
M
