StDev(log(C/Ref(C,-1)),20)*sqrt(251);
--- In [email protected], "matrix10014" <[EMAIL PROTECTED]> wrote:
>
> Hi,
>
> Is this the correct formula for 21 day historical volatility??
>
> HistVol = StDev(log(C/Ref(C,-1)),21)*100*sqrt(250);
>
>
> thanks
>
> Allan
>
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