Historical Volatility

Calculating Historical Volatility

Historical Volatility Calculation – what historical volatility is mathematically, how to calculate it step-by-step using the most common method – the standard deviation of logarithmic returns, how to annualize volatility, and how to calculate historical volatility in Excel.

Historical Volatility Calculator + PDF Guide – an Excel calculator of historical volatility using the common method or another popular method – non-centered or zero mean historical volatility. The PDF Guide explains historical volatility calculation, the different methods, use, and interpretations in greater detail.

Historical Volatility Examples

Historical Volatility of Apple Stock (AAPL) – here, on the example of Apple stock, you can see an example of historical volatility with charts and discussion of remarkable highs and lows and how they relate to developments in the markets.


Related pages


sec 13f securitiessharpe ratio scalehow to use normdist in excelnotepad optionsmicrosoft excel weighted averagebull put spread payoff diagramcalculate annualized volatilitycost variance calculatoriron condor strategy guide pdfannualizingvix futuresrsi meaningvega calculatorkurtosis defineformula of kurtosisblack scholes option pricing formulatypes of kurtosissample variance and standard deviationdelta formula mathvix futures trading hourssoros fund management 13fwhat is gamma in financeusing macdmacd momentumgeometric averagesmacd emafutures tickerfutures tick sizeiron condor riskharmonic mean of 3 numbersmean sd calculatormean average deviation calculatormeaning of wacchow to calculate average annual return in excelhow to calculate variance excelskewness formula for ungrouped datastraddle stockspx marketoption implied volatility calculatorsquare root multiplied by a square roottheta tradingstd dev calcleptokurtic distributiondefinition sharpe ratiovix index real timevariance statsfifo accounting calculatormarket value weighted index formulausd yen etfexcel sqrt13f databasebarclays etnsquantitative easing explanationannualization calculatormacd histogram indicatorhow to do goal seek in excel 2010squaring numbers calculatorunbiased standard deviation calculatorthe formula for finding the sample mean isexcel formulas statisticswacc formulasbullish put spreadwhat happens when a negative number is squaredcomputational formula for variancemacd signal line definitionexcel example formulasrsi overboughtcboe quotesskewness kurtosis normal distributionwhat is straddle strategyonline black scholes option calculatorexcel exponential formulastock intrinsic value formulafxe etfsec 13f listimplied volatility calculation formulaapple stock price graph