volatility

E

excelFan

hi all,
from historical prices of a stock for the last 3 months up to date, how to
calculate the implied volatility (IV) and the historical volatility (HV) of
this stock by using excel formulas, please (not micro), even if these
formulas are not exact 100%
with many thanks for any help
 
F

Fredrik Wahlgren

excelFan said:
hi all,
from historical prices of a stock for the last 3 months up to date, how to
calculate the implied volatility (IV) and the historical volatility (HV) of
this stock by using excel formulas, please (not micro), even if these
formulas are not exact 100%
with many thanks for any help

I don't think you can do this without a macro. Everything that I have found
comes as an add-in. Can you show a site that tells how to calculate IV and
HV?

/Fredrik
 

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