Last version published: 04/11/2016 17:24
Publication number: ELQ-78682-2
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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
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1 Excel Model, 1 Step by Step Methodology
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