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calculate new volatility in excel

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  1. 08-09-2014, 05:08 AM #1
    kmaloney01
    kmaloney01 is offline
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    calculate new volatility in excel

    i try to get the new volatility formula into excel, has anyone an idea?

    it's a new and better way to calculate the volatility on shares.

    n = observation period (250 days)
    Thz = trading hours in minutes (510 minutes)
    daily highest and lowest price is in the matrix .xls below

    new volatility Formula.jpg

    new volatility DAX en.xlsx
    Last edited by kmaloney01; 08-09-2014 at 05:12 AM.
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