# Can I use root mean square(RMS) to calculate volatility of intraday feed data?

I've been using standard deviation as a direct/simple approach to calculate volatility of a given intraday feed data. My question is it logical/sensible that using root mean square (RMS), which is the square root of mean of squared return as an estimation of volatility?

It can be used if your intra day data has a mean very close to 0. $$\sigma=\sqrt{E(x^2)-E(x)^2}$$ if we have $$E(x) \approx 0 \Rightarrow E(x)^2 \approx 0$$ then $$\sigma = \sqrt{E(x^2)}$$