Find the historical volatility

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Reference no: EM131068729

Consider Apple stock. Look at the current price of the stock and options expiring in Ma. First find the historical volatility. To do this calculates the change in LN (S) daily for 60 days. Then find the variance. Excel has the function VAR () to do this. Then rescale by multiplying by 252.

Reference no: EM131068729

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Find the historical volatility : Consider Apple stock. Look at the current price of the stock and options expiring in Ma. First find the historical volatility. To do this calculates the change in LN (S) daily for 60 days. Then find the variance. Excel has the function VAR () to do t..

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