Historical Volatility

Version 1.1.0.0 (2,2 KB) von Josiah Renfree
Calculates the annualized historical volatility for a stock over the previous N trading days.
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Aktualisiert 15. Okt 2010

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This program calculates the annualized historical volatility for one or more stocks over a user-specified number of N trading days. The program uses daily closing prices in the calculations. If not specified, the program defaults to N=20 previous trading days.

The user may supply either a single ticker symbol or a cell array of ticker symbols. Using the supplied N, the program will then calculate the historical volatility for each stock.

In order to run the program, the function 'hist_stock_data.m' must be downloaded and stored in the same directory. This function may be found in my MathWorks File Exchange.

Zitieren als

Josiah Renfree (2026). Historical Volatility (https://de.mathworks.com/matlabcentral/fileexchange/24811-historical-volatility), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R14SP1
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
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Quellenangaben

Inspiriert von: hist_stock_data(start_date, end_date, varargin)

Version Veröffentlicht Versionshinweise
1.1.0.0

Fixed error in date handling
1.0.0.0