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Hoots : How To Calculate Daily Volatility? I'm working in SQL Server and I'm trying to find the daily volatility of a stock's price. Is it simply day2price/day2price-1? Is that considered daily volatility? Or, is there something - freshhoot.com

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How To Calculate Daily Volatility?
I'm working in SQL Server and I'm trying to find the daily volatility of a stock's price. Is it simply day2price/day2price-1? Is that considered daily volatility? Or, is there something else to it? Thanks?


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You could use something like a standard deviation formula.

SQL server has STDEV.(But you should use something like Python, R, C++ or Google Sheets)

So if the average stock price is 0 with a STDEV of over the last 6 months.

With 1 standard deviation, its 68% likely the price should fall between 0 and tomorrow. if the empirical rule is correct.

If you want I can make a google sheet and link it as an example if you would like?


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