HistVolatility function

Syntax

HistVolatility(Closing_Prices, Trading_Days)

Description

Use the HistVolatility function to compute the historical volatility of a market-traded instrument.

Parameters

Parameter	Description
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.