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volatility

  1. #1
    excelFan
    Guest

    volatility

    hi all,
    from historical prices of a stock for the last 3 months up to date, how to
    calculate the implied volatility (IV) and the historical volatility (HV) of
    this stock by using excel formulas, please (not micro), even if these
    formulas are not exact 100%
    with many thanks for any help

  2. #2
    Fredrik Wahlgren
    Guest

    Re: volatility


    "excelFan" <excelFan@discussions.microsoft.com> wrote in message
    news:404BC454-A4AF-4217-A83A-2EA8CE564D78@microsoft.com...
    > hi all,
    > from historical prices of a stock for the last 3 months up to date, how

    to
    > calculate the implied volatility (IV) and the historical volatility (HV)

    of
    > this stock by using excel formulas, please (not micro), even if these
    > formulas are not exact 100%
    > with many thanks for any help


    I don't think you can do this without a macro. Everything that I have found
    comes as an add-in. Can you show a site that tells how to calculate IV and
    HV?

    /Fredrik



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