Last version published: 04/11/2016 17:24
Publication number: ELQ-78682-2
View all versions & Certificate
How to Calculate Volatility in Excel
A simple methodology and excel file to learn how to compute stock volatility
There are multiple ways to compute a stocks volatility. The most popular volatility measures are "implied" and "historical" (which is also named realised or statistical).
It is straightforward to compute historical volatility in excel and this will be explained here.
Note: Computing implied is slightly more tricky. You can technically do this in excel, but you have to impute it from an option price. Moreover, there is a volatility surface or various values of implodes for different strike prices and maturities.
-> Adam H Grimes, 2011
This business tool includes
1 Excel Model, 1 Step by Step Methodology
Adam H. Grimes offers you this business tool for free!
download for free
Add to bookmarks
- Taylor Barth(last updated: 11/10/2018 15:29)
- MAN MOHAN KALITA(last updated: 29/07/2018 06:33)Awesome work
- Amila Chanaka Siriwardana(last updated: 25/07/2018 09:30)
- Usman Asif(last updated: 27/06/2018 05:03)
- Mateusz Pielka(last updated: 21/06/2018 12:11)
- Vijay Kumar(last updated: 21/06/2018 05:36)
- Laeeq Ahmed(last updated: 14/06/2018 13:28)
People using this tool also downloaded
Black-Scholes Excel Pricing ModelA mini Black-Scholes Excel model, just hit and go!financeoption pricingblack-scholesstockputcalloption valuefinancial marketsalgorithmspricing modelsmathematics228 remove_red_eye
Stock Analysis Excel ModelAnalyze past company performance and arrive at its intrinsic value in 30 minutes or lessinvestmentfinancemodelvaluationexcelstock analysisperformance analysisfinancial markets2,771 remove_red_eye
Private Equity Band Chart TemplateCompute the Price to Earnings (or other PE ratios) Band Chart for your target stock or indexfinancestockprivate equityprice to earningsindexpe ratioband chartratioshistorical561 remove_red_eye
How to Value a Stock and When You Should Buy A StockThis video discusses how to determine the value of a stock by using six fundamental metrics, and when to buy a stock.financevaluationstocksstock market177 remove_red_eye
How the Stock Market WorksThis video breaks down the stock market and explains how it works in a way that is easy for everyone to understand.financestocksbeginnershow tostock marketinformation64 remove_red_eye
Estimating the Value of Financial FlexibilityCalculate the value of financial flexibilitystrategyfinancevaluationdebtplanningfinancial flexibilityflexibility175 remove_red_eye
Cash Sweep Concepts Excel TemplateUnderstand the four concepts of cash sweeping.financemodeltemplateexceldownloadcash sweepconcepts872 remove_red_eyefreeby Michael Shane
An Introduction to Leverage AnalysisA quick and informative video on leverage analysis.investmentfinanceequitydebtleveragefinancial managementleverage analysisborrowed money41 remove_red_eye
Beta Calculation WorksheetCompute the Beta needed for your CAPM as to calculate the expected return of a company's sharefinancebetacapmcapital asset pricing modelregression analysisslope methodvariancecovariance formula361 remove_red_eye
Warrants and Management Options - Excel Valuation ModelWarrants and Management Options Excel Model for valuing options that result in dilution of the underlying stock.financewarrantsoptions pricingmanagement optionsvaluation modelstock494 remove_red_eye
Any questions on How To Calculate Volatility In Excel?
The user community and author are here to help. Go ahead!