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Does anyone know how to customize historical volatility? such as
following conditions
Historical volatility (HV) for 30 days
Std(Log(C/Ref(C,-1)),30)*Sqrt(365)*100
I would like to forecast tomorrow's HV by setting tomorrow's close
price within a certain range, but I am not actually adding any stock
data for tomorrow's price. I just want to add the additional data into
the HV formula and shift backward by one day, so the most recent result
for HV indicator will be the forecast tomorrow's HV.
I think it will look like
[Std(Log(C/Ref(C,-1)),29)+tomorrow close price]*Sqrt(365)*100 and shift
one day backward.
Does anyone know how to figure out the formula please?
Thank you for any suggestion
Eric :>
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