In matlab how can I calculate historical volatility of a stock?

Posted by CptanPanic on Stack Overflow See other posts from Stack Overflow or by CptanPanic
Published on 2010-06-14T20:29:34Z Indexed on 2010/06/14 20:32 UTC
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I would like to create some simulated historical options data, and need to calculate historical volatility from historical stock prices. Is there a built in function to do this? Any formulas? Thanks, CP

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