[amibroker] Volatility

["Louw-Roux Coetzer" <louwcoetzer@xxxxxxxxxxxxx>]

<P 
><SPAN 
class=968153018-25112003>Hi all 
!
<P 
><SPAN 
class=968153018-25112003> 
<P 
><SPAN 
class=968153018-25112003>Could someone please let me know if 
there is a different or correct way for that matter to calculate a 90 Historic 
volatility of a share...currently I am using this formula:
<P 
><SPAN 
class=968153018-25112003> <SPAN 
class=968153018-25112003>
HVvalue=StDev(<FONT 
color=#0000ff>log(C/Ref(C,-<FONT 
color=#ff00ff>1)),90)*<FONT 
color=#0000ff>sqrt(265)*<FONT 
color=#ff00ff>100;
<P 
><SPAN 
class=968153018-25112003>Somehow the answer never seems to be 
the same as any of our warrant issuers and always seem to be a little less 
actually.
<P 
><SPAN 
class=968153018-25112003> 
<P 
><SPAN 
class=968153018-25112003>Any suggestions would be greatly 
appreciated !
<P 
><SPAN 
class=968153018-25112003> 
<P 
><SPAN 
class=968153018-25112003>Kind regards
<P 
><SPAN 
class=968153018-25112003> 
<P 
><SPAN 
class=968153018-25112003> 
<P 
><SPAN 
class=968153018-25112003><FONT 
face=Arial>Louw
<P 
> 
<P 
> 



  
  
    
      Louw-Roux Coetzer  -  
      louwcoetzer@xxxxxxxxxxxxx

  
  
    
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