Calculate the historical annualized volatility of an asset based on historic price samplings. There are four calculation models available: CloseClose, HighLow, HighLowClose, and HighLowOpenClose.
VolatilityCloseToClose 
(ClosePrice, Frequency) 
Argument 
Description 
ClosePrice 
An array or range of closing prices. The frequency of the closing prices must correlate to the value specified in the Frequency argument. 
Alphanumeric value indicating the number of trading days per interval in the price range. 
VolatilityHighLow 
(HighPrice, LowPrice, Frequency) 
Argument 
Description 
HighPrice 
An array or range of high prices. The frequency of the high prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the two ranges. 
LowPrice 
An array or range of low prices. The frequency of the low prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the two ranges. 
Alphanumeric value indicating the number of trading days per interval in the price ranges. 
VolatilityHighLowClose 
(HighPrice, LowPrice, ClosePrice, Frequency) 
Argument 
Description 
HighPrice 
An array or range of high prices. The frequency of the high prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the three ranges. 
LowPrice 
An array or range of low prices. The frequency of the low prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the three ranges. 
ClosePrice 
An array or range of closing prices. The frequency of the closing prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the three ranges. 
Alphanumeric value indicating the number of trading days per interval in the price ranges. 
VolatilityHighLowOpenClose 
(HighPrice, LowPrice, OpenPrice, ClosePrice, Frequency, Lambda) 
Argument 
Description 
HighPrice 
An array or range of high prices. The frequency of the high prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the four ranges. 
LowPrice 
An array or range of low prices. The frequency of the low prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the four ranges. 
OpenPrice 
An array or range of open prices. The frequency of the open prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the four ranges. 
ClosePrice 
An array or range of closing prices. The frequency of the closing prices must correlate to the value specified in the Frequency argument. The same number of sample points must be in the four ranges. 
Alphanumeric value indicating the number of trading days per interval in the price ranges. 

Lambda 
Alphanumeric value indicating the volatility decay factor or smoothing constant, which puts more emphasis on newer points than older points. If omitted, a value of 2/3 is used. 
See Also