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It's better to use an exponentially weighted moving average. There's a nice tutorial video by the Bionic Turtle here


First I thought about voting to close this question as it deals with Matlab synthax a lot. I ignore the Matlab stuff. You have 5-minutes data. So an estmator of volatility over any sample of size $N$ (e.g. 100) will be an estimator of the vol of your 5-min returns. Usually volatility is quotes as "per annum" or "pa". This means that using the square root of ...

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