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Demonstrate 6 most common methods of how to compute Statistical Volatility of stock value

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How to compute Statistical Volatility of stock value

Volatility measures how large an asset's price swing around the mean price (i.e a statistical measure of its dispersion of returns).

  • It helps to understand the amount of risk or uncertainty associated with an asset or financial instrument

  • It’s also used to optimize portfolios, detect regime changes, and price derivatives.


Demonstrates 6 common methods

  • Standard Deviation Volatility

  • Parkinson's Volatility

  • Garman-Klass Volatility

  • Hodges-Tompkins Volatility

  • Rogers-Satchell Volatility

  • Yang-Zhang Volatility


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Demonstrate 6 most common methods of how to compute Statistical Volatility of stock value

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