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Historical Volatility Script 1.1

  Date Added: July 31, 2013  |  Visits: 275

Historical Volatility Script

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It connects and retrieves data from the Yahoo! finance service.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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Array Calculate Daily Daysthe Finance Historical Historical Volatility Script 1 1 Previous Program Retrieves Servicethe Single Stock Supplied Supply Symbol Symbolsusing Ticker Volatility Yahoo
Users rating: 0/10

License: Freeware Size: 10 KB
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