Description
The Volatility Standard Deviation study calculates the standard deviation of one-bar holding period return of a security multiplied by the square root of time in days (where a trading year has 252 days).
Input Parameters
| Parameter | Description |
|---|---|
length
|
The number of bars used to calculate the standard deviation of one-bar holding period return. |
Plots
| Plot | Description |
|---|---|
VoltyStDev
|
The Volatility Standard Deviation study. |
Example*
*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.
Past performance is no guarantee of future performance.