Realized volatility

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econworker
Posts: 39
Joined: Thu Apr 24, 2014 3:51 am

Realized volatility

Postby econworker » Mon Jul 28, 2014 6:29 am

Hi Eviews, does any one know the codes to calculate monthly Realized volatility with using daily data?
Thanks
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Realized volatility

Postby EViews Gareth » Mon Jul 28, 2014 7:36 am

What's the definition of realised volatility?
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econworker
Posts: 39
Joined: Thu Apr 24, 2014 3:51 am

Re: Realized volatility

Postby econworker » Wed Jul 30, 2014 2:34 am

What's the definition of realised volatility?
Thanks for your reply Gareth, it is solved.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Realized volatility

Postby EViews Gareth » Wed Jul 30, 2014 8:12 am

Glad I could help.
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dr.ahmad sidqy
Posts: 1
Joined: Tue May 05, 2015 10:43 am

Re: Realized volatility

Postby dr.ahmad sidqy » Sun Feb 25, 2018 1:37 am

can you help me please,
How to calculate (simple) historical volatility Using (GARCH) and (STD.DEV)?
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