How to calculate realized volatility
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How to calculate realized volatility

 
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superdude99



Joined: 20 Oct 2005
Posts: 1
Posted: Thu Oct 20, 2005 1:16 pm    Post subject: How to calculate realized volatility Reply with quote
Hi!
Im tryin to calculate Implied volatility using the binomial model for 3 months and match it against realized to see the predictive value.

I got stuck since I only managed to calculate realized for 30 days. I use Excel and would like to extend it daily for up to 90 days.

Any suggestions?

Thanks in advance

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