Historical Volatility

Calculating Historical Volatility

Historical Volatility Calculation – what historical volatility is mathematically, how to calculate it step-by-step using the most common method – the standard deviation of logarithmic returns, how to annualize volatility, and how to calculate historical volatility in Excel.

Historical Volatility Calculator + PDF Guide – an Excel calculator of historical volatility using the common method or another popular method – non-centered or zero mean historical volatility. The PDF Guide explains historical volatility calculation, the different methods, use, and interpretations in greater detail.

Historical Volatility Examples

Historical Volatility of Apple Stock (AAPL) – here, on the example of Apple stock, you can see an example of historical volatility with charts and discussion of remarkable highs and lows and how they relate to developments in the markets.