Volatility Script

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  • #60555
    AvatarDeepak
    • Topics: 30
    • Replies: 15
    • Posts: 45

    Hiii,

    I need to calculate 2 year volatility of weekly return. Any suggestions?

    Regards,
    Deepak

    #60599
    MathewMathew
    • Topics: 32
    • Replies: 1,585
    • Posts: 1,617

    Hi Deepak,

    There is no simple formula for this. You will need to get it into a chart and then calculate the average and standard deviation of returns over the last 104 weeks.

    All the best

    Mathew

    1 user thanked author for this post.
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