Historical Volatility
Calculates the annualized historical volatility for a stock over the previous N trading days.
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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.
Citation pour cette source
Josiah Renfree (2026). Historical Volatility (https://fr.mathworks.com/matlabcentral/fileexchange/24811-historical-volatility), MATLAB Central File Exchange. Extrait(e) le .
Remerciements
Inspiré par : hist_stock_data(start_date, end_date, varargin)
Informations générales
- Version 1.1.0.0 (2,2 ko)
Compatibilité avec les versions de MATLAB
- Compatible avec toutes les versions
Plateformes compatibles
- Windows
- macOS
- Linux
| Version | Publié le | Notes de version | Action |
|---|---|---|---|
| 1.1.0.0 | Fixed error in date handling |
||
| 1.0.0.0 |
