Prototype
Function opt_hist_vol(data As Variant,
time_step As Double) As Variant
Description
This function calculates the historical volatility using prices that are equispaced in time.
Arguments
data - Variant (containing a single column of Double values) : The value historical stock prices.
time_step - Double : The spacing (in years) between each data point.
Returned Values
The elements in the output array are in the order: estimated volatility, standard deviation of the estimate.
Other Information
Information on enumeration types
List of available routines