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Hi...
The question relates comparing historical volatility with implied
volatility in options.
The formula below when entered into Metastock's Indicator builder
allows me to gauge the 100 day historical volatility:
Std(Log(C/Ref(C,-1)),100)*Sqrt(365)*100
My question is. How exactly should I be reading this indicator?
When I look at the indicator line do I take the most recent figure as
the average of the last 100 days?
How do other uses quantify historical volatility?
Sorry if this is an inane question but I just don't get it.
Kind regards
M.
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