Historical Volatility

バージョン 1.1.0.0 (2.2 KB) 作成者: Josiah Renfree
Calculates the annualized historical volatility for a stock over the previous N trading days.
4.5
(2)
ダウンロード: 4.5K
更新 2010/10/15

ライセンスの表示

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.

引用

Josiah Renfree (2024). Historical Volatility (https://www.mathworks.com/matlabcentral/fileexchange/24811-historical-volatility), MATLAB Central File Exchange. 取得済み .

MATLAB リリースの互換性
作成: R14SP1
すべてのリリースと互換性あり
プラットフォームの互換性
Windows macOS Linux
カテゴリ
Help Center および MATLAB Answers で Financial Toolbox についてさらに検索
謝辞

ヒントを得たファイル: hist_stock_data(start_date, end_date, varargin)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

バージョン 公開済み リリース ノート
1.1.0.0

Fixed error in date handling
1.0.0.0