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87

answers:

1
Q: 

How can I calculate the historical volatility of a stock in MATLAB?

I would like to create some simulated historical options data, and need to calculate historical volatility from historical stock prices. Is there a built in function to do this? Any formulas?

+2  A: 

The only built-in functions I found were in the Financial Toolbox:

Other than that, here are some other links that may help:

gnovice  2010-06-14 20:45:51
Thanks, the script from Mathworks got me on the right track.
CptanPanic  2010-06-14 22:22:14

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