When calculating historical volatility (HV) the last step is to multiply the standard deviation be the square root of the time interval between price changes. What would i do in this step if im looking at daily data and have used the closing price for the last 10days and now want to calculate the HV for the 11th day? What would i multiply by then?
Any help is much appreciated since im stuck right now
Any help is much appreciated since im stuck right now