Historical Volatility

Version 1.1.0.0 (2,2 ko) par Josiah Renfree
Calculates the annualized historical volatility for a stock over the previous N trading days.
4.5
(2)
4,5K téléchargements
Mise à jour 15 oct. 2010

Afficher la licence

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.

Citation pour cette source

Josiah Renfree (2024). Historical Volatility (https://www.mathworks.com/matlabcentral/fileexchange/24811-historical-volatility), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R14SP1
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Catégories
En savoir plus sur Financial Toolbox dans Help Center et MATLAB Answers
Remerciements

Inspiré par : hist_stock_data(start_date, end_date, varargin)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Publié le Notes de version
1.1.0.0

Fixed error in date handling
1.0.0.0