Finance Train LogoFinance Train
Learning LibraryTemplatesBlog
Data Science Bundle
Finance TrainFinance Train
Learning LibraryTemplatesBlog
Data Science Bundle
Lesson 4 of 8

Volatility: Moving Average Approaches

Within stochastic volatility, moving average is the simplest approach. It simply calculates volatility as the unweighted standard deviation of a window of X trading days. This video demonstrates three "flavors:" population variance (volatility = SQRT[variance]), sample, and simple.

This video is developed by David from Bionic Turtle.

Previous Lesson

Using Excel's Goal Seek Function to Estimate Implied Volatility

Next Lesson

Volatility: Exponentially Weighted Moving Average (EWMA)

Back to ebook

Volatility

8 lessons

Lessons

1
How to Calculate Historical Volatility
2
Approaches to Estimating Volatility
3
Using Excel's Goal Seek Function to Estimate Implied Volatility
4
Volatility: Moving Average Approaches
5
Volatility: Exponentially Weighted Moving Average (EWMA)
6
Using GARCH (1,1) Approach to Estimate Volatility
7
How to Forecast Volatility Using GARCH (1,1)
8
Calculate Historical Volatility Using EWMA
Finance Train

Learn data science and AI skills for finance through practical courses and tutorials.

Learn

  • Learning Library
  • Course Directory
  • Blog

Resources

  • Templates & Downloads
  • Tools
  • Tables
  • Calculators

Company

  • About
  • Contact
  • Privacy
  • Terms

© 2026 Finance Train. All rights reserved.