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How to Calculate Historical Volatility

This video illustrates how to calculate the historical volatility (moving average volatility), using the example of historical returns. Historical daily volatility is the square root of the daily variance estimate.

This video is developed by David from Bionic Turtle.

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Course: Volatility
LESSONS
  • How to Calculate Historical Volatility
  • Approaches to Estimating Volatility
  • Using Excel's Goal Seek Function to Estimate Implied Volatility
  • Volatility: Moving Average Approaches
  • Volatility: Exponentially Weighted Moving Average (EWMA)
  • Using GARCH (1,1) Approach to Estimate Volatility
  • How to Forecast Volatility Using GARCH (1,1)
  • Calculate Historical Volatility Using EWMA

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