Historical Volatility
A framework for historical volatility estimation and analysis.
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Cite As
Tommaso Belluzzo (2026). Historical Volatility (https://github.com/TommasoBelluzzo/HistoricalVolatility/releases/tag/v1.5.0), GitHub. Retrieved .
General Information
- Version 1.5.0 (516 KB)
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View License on GitHub
MATLAB Release Compatibility
- Compatible with R2014b to R2022b
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.5.0 | See release notes for this release on GitHub: https://github.com/TommasoBelluzzo/HistoricalVolatility/releases/tag/v1.5.0 |
||
| 1.4.0 | See release notes for this release on GitHub: https://github.com/TommasoBelluzzo/HistoricalVolatility/releases/tag/v1.4.0 |
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.
