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XLeratorDLL/financial Documentation

.NET volatility of asset returns


EQVOLATILITY
Updated: 31-Mar-2016
Use the .NET function EQVOLATILITY to calculate the historical volatility based upon price or valuation data. The historic volatility is calculated as the sample standard deviation of the natural logarithm of the returns multiplied by the square root of the scaling factor supplied to the function. The returns are calculated on the ordered set of data passed as the current price divided by the previous price.


View .Net EQVOLATILITY function full documentation...


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