Home > Articles > Volume 14 (1996) > Chapter 8 (August 1996) > V.14:8 (338-341): SIDEBAR: Calculating Historical Volatility - Technical Analysis, Inc.

V.14:8 (338-341): SIDEBAR: Calculating Historical Volatility - Technical Analysis, Inc.

V.14:8 (338-341): SIDEBAR: Calculating Historical Volatility - Technical Analysis, Inc.
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CALCULATING HISTORICAL VOLATILITY - Technical Analysis, Inc.

Historical volatility is the annualized standard deviation of the one-day price changes of the security or futures contract. To perform this calculation in a Microsoft Excel spreadsheet (as can be seen in sidebar Figure 1), follow these steps. First, convert the price changes to percentage daily price basis.




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