J
John
Greetings--
Does anyone know of an excel add-in that may be used to
measure volatility of monthly time-series price data? Or
better yet, is there a formula that comes with Excel 2000
that would do the trick? (I am vaguely aware of a
statistical function known as GARCH that some academics
use as a measure of historical price volatility, but do
not know how to translate it into an Excel function...)
Thanks very much for any assistance!
John Howat
Does anyone know of an excel add-in that may be used to
measure volatility of monthly time-series price data? Or
better yet, is there a formula that comes with Excel 2000
that would do the trick? (I am vaguely aware of a
statistical function known as GARCH that some academics
use as a measure of historical price volatility, but do
not know how to translate it into an Excel function...)
Thanks very much for any assistance!
John Howat