volatility, page-2

  1. 1,047 Posts.
    This is what I use for Historic Volatility, although everyone calculation is slightly different.

    Mov(Std( Log( C / Ref( C,-1) ), 10) * Sqrt( 365 ) * 100 , 10,VOLUMEADJUSTED)

    Not this one is based on 100 day not 30 day as you suggested, but easy to change.
 
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