Is Volatility Variance or Standard Deviation?

Volatility is Usually Standard Deviation, Not Variance

In finance, volatility is usually understood as standard deviation.

Of course, variance and standard deviation are very closely related (standard deviation is the square root of variance), but the common interpretation of volatility is standard deviation of returns, and not variance.

Here you can find more details:

Is Volatility and Standard Deviation the Same?

Variance vs. Standard Deviation

For more information about the difference between variance and standard deviation and for step-by-step calculation of both, see:

Calculating Variance and Standard Deviation in 4 Easy Steps

Excel Calculators

Black-Scholes Calculator

Excel spreadsheet for calculating option prices, implied volatility, and Greeks. Simulations and charts analyzing impact of parameters on option prices and Greeks.

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Historical Volatility Calculator

Excel spreadsheet for historical volatility calculation (classical stdev or zero mean method). Uses your own data or downloads data from Yahoo Finance.

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Average True Range (ATR) Calculator

Excel spreadsheet for calculating Average True Range and Average Range. It can calculate 12 different variations, including the original ATR as introduced by J. Welles Wilder Jr. in 1978.

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Relative Strength Index (RSI) Calculator

Excel spreadsheet for calculating Relative Strength Index (RSI). It can calculate all the 3 common versions (the original Wilder's RSI, simple moving average RSI, and exponential moving average RSI).

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Descriptive Statistics Calculator

Excel spreadsheet for calculating variance, standard deviation, skewness, kurtosis, percentiles, standard scores and other descriptive statistics. It can also draw histograms and calculate frequency tables with selected number of bins.

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