annual volatility

  1. pankajpari

    Historical & Intraday Annual Volatility

    Hi All, I need help in coding the Historical Annual Volatility and the Intraday Annual Volatility in AmiBroker. The formula for the same is mentioned below, Historical Annual Volatility : HAV Returns = Log( Current Close / Previous Close); HAV Current Daily Volatility = SQRT(( 0.94 * (HAV...