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Several points:
1) Usually people use the returns to calculate volatility, not Price,
i.e. ROC (C,1) or LN(C/Ref(C,-1)).
2)Strictly speaking, one needs to make a distinction between full
population or sample. As far as I know, afl's StDev assumes full
population.
3) Volty is usually quoted indeed on an annualised basis. Therefore
multiply your calc by the square-root of the #bars for the year, i.e.
sqrt (12) if you've calculated in monthly mode, sqrt (256) or sqrt
(365) in daily, etc.
PS
--- In amibroker@xxxxxxxxxxxxxxx, "cstrader" <cstrader232@xxx> wrote:
>
> Sorry, but what's the difference? Is the annualized volatility of a
stock
> about the same as STDev(C, 200)?
>
> Thanks!
>
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