Volatility

David

4 years, 8 months ago 2138 views

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.

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David

4 years, 8 months ago

Thank you very much Ivan.

Regards,

David.

Admin

4 years, 8 months ago

Hi David,

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

Kind regards,

The PyInvesting Team