Historical Volatility

Historical Volatility Interpretation:

When volatility is important, a trend reversal could be taking place.

Historical Volatility Calculation:

To calculate this indicator, we must choose the period, for example the last 14 days. Then we calculate the variation of every day during that period. Then we calculate the napierian logarithm and the variation on this data. By extrapolation, we obtain the historic volatility in %.

Return from Historical Volatility to Using Indicators

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