Tag Info

New answers tagged

0

if you are interested in conditional variance you need to fit GARCH type model to the difference of the log closing price. Otherwise just compute variance of log(diff(close price)). If you want the variance of the portfolio you need to assign weights, or with conditional variance fit MGarch models.


0

You can only find the variance for one column at a time e.g. use the close price instead of height in this example.



Top 50 recent answers are included