PV（プロモーションビデオ）・MV（ミュージックビデオ）やライブ動画を無料で視聴できる-MyDo(マイ動画)音楽情報館

Volatility: Moving Average Approaches について・・・

Within stochastic volatility, moving average is the simplest approach. It simply calculates volatility as the unweighted standard deviation of a window of X trading days. Here I show the three "flavors:" population variance (volatility = SQRT[variance]), sample, and simple