Historical Volatility Case Study
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Historical Volatility Case Study
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The Historical Volatility case study provides functions for constructing historical volatility objects and retrieving volatility values for specified dates. Historical volatility is a crucial tool for assessing asset risk, guiding investment decisions, and managing risk.
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Historical Volatility Case Study Template: Function Descriptions
1. Historical Volatility Construction Functions
- McpHistVols: Constructs a historical volatility object.
2. Volatility Retrieval Functions
- HvsGetVol: Retrieves the volatility for a specified date from the historical volatility object.
- HvsGetVols: Retrieves volatility values for a set of dates from the historical volatility object.