Program Type: Freeware
Release date: 2008-07-01
Spreadsheet that extracts free historical stock volatility data from Yahoo
Publishers Description:
This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change the stock used by entering the ticker symbol into the appropriate field and perform a fresh download. Users are also able to change the date range used for the stock data, the number of days back to use for the volatility calculation and the number of volatility days to use.
Keywords: historical volatility, calculate volatility, option pricing, option trading
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