finance - How can I calculate the historical volatility of a stock in MATLAB? -
I would like to make some mock historical option data, and the historical volatility of historic stock needs to be calculated. Is the function designed to do this? Any formulas?
The only built-in functions I found:
- < Besides, here are some other links that can help:
- Blog
- Li> (on the link from ShinTakezou's comment above)
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