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A measure of the variation in price over time. Also a measure of the risk of a financial instrument.

1 vote
3 answers
626 views

What does "true"volatility mean in volatility comparison?

In Sinclair's book, wee need to compare standard deviation with "true volatility" to check the power of the model suggested, close -to-cloce, or Parkinson formula, etc. … What do we mean here by "true" volatility when we calculate standard deviation, with what we have to compare it with? …
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150 views

Stochastic Volatility for Stocks, FTSE

Can someone help me with calculating Stochastic Volatility (of stocks and options) using SAS or R or Matlab please? …
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