The Historical Volatility study calculates volatility which can be expressed by the following formula:

where c is a coefficient depending on the volatility basis and m is average of logarithmic return xi which, in turn, is calculated as follows:

Input Parameters

Parameter Description
length The number of bars used to calculate Historical Volatility.
basis The volatility basis.


Plot Description
HV The Historical Volatility plot.


*For illustrative purposes only. Not a recommendation of a specific security or investment strategy.