Feb
20

## Historical Volatility Estimation

Dozens of ways to calculate historical volatility, let alone volatility (I mean, implied volatility, stochastic volatility, for instance.). Here is the MATLAB code that one could use to estimate historical volatility using different methods

Average of all the historical volatilities calculated above

Enjoy. http://tradingwithmatlab.blogspot.com/2008/06/estimate-historical-volatility.html

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Average of all the historical volatilities calculated above

Enjoy. http://tradingwithmatlab.blogspot.com/2008/06/estimate-historical-volatility.html

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