Volatility

Hi again,

How is the term "volatility" calculated? Implied volatility? Historical volatility? 

If it's historical volatility, how many prior days are computed?

I find really strange that there are some stocks with volatility values over 10000% and I don't understand how it can be possible.

Thanks and regards,

David.

Thank you very much Ivan.

Regards,

David.

Hi David,

We use historical volatility. A rolling average of the last 20 days is used. 

Kind regards,

The PyInvesting Team