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Cab!
You have to look deeper, i.e. at the actual standard deviation formula.
It is hidden inside the Std() formula calculation.
Best regards,
Yngvi
At 10:03 AM 28-10-98 -0500, you wrote:
>Yngvi Hardarson <hardy@xxxxxxxxxx> wrote:
>
>> Also there are other measures of historic volatility. E.g. the measure of
>> volatility may be "zero based", it may be employing exponential moving
>> averages instead of SMA, etc.
>
>
>I don't see where an SMA is involved in the basic formula for historical
>volatility: Std(Log(C/Ref(C,-1)), X)*Sqrt(250)*100
>
>What am I missing?
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