Tag Archives: Measuring Risk

Calculating Other Types of Volatility

Calculating Other Types of Volatility

In a prior post we spoke about historical volatility using closing prices.  Called Close-to-Close (C2C) Volatility measures the standard deviation of daily price changes.  This blog takes us one step further and looks at how to calculate historical volatility as well as  the assets range volatility & overnight action. To review CLOSE-TO-CLOSE (C2C) Volatility, read

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