Hiii,
I need to calculate 2 year volatility of weekly return. Any suggestions?
Regards,
Deepak
Hiii,
I need to calculate 2 year volatility of weekly return. Any suggestions?
Regards,
Deepak
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