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find Historical volatility for 20 days dan day 1 . 27.35 2 . 28.9. 12 28.0 3 28.55 27.9 28. IS 14 28.7 S 28.65

find Historical volatility for 20 days
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dan day 1 . 27.35 2 . 28.9. 12 28.0 3 28.55 27.9 28. IS 14 28.7 S 28.65 IS 29.0 6 23.0 16 28.5 5 7 28.1 17 30.6 8 28.45 7 18 30.0 9 28.95 19 30.15 27.6 20 30.0 lo Estimate volatility from historical data The stock price usually observed at fixed interval of time (e.g. every day, every week, every month....). Let: n+1 number of observation. S stock price at end of ith interval (i=1,2,...,n). t length of time interval in year. Let , - In S, The usual estimate of the standard deviation ofu, is given by: 1 - (u , - ) n - 1 TH S -1 S = 1=1 Te Wil

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