User:Kostyan

I live in New York City, and work for an investment bank.

Realized vol for index

$$ 100 \times \sqrt{\frac{\displaystyle{\sum_{i=1}^N} [ln(\frac{P_{i+1}}{P_i})]^2}{N}} \times \sqrt{252} $$

Realized vol for stock

$$ 100 \times \sqrt{\frac{\displaystyle{\sum_{i=1}^{N-1}} [ln(\frac{P_{i+1} + Div_i}{P_i})]^2}{N}} \times \sqrt{252} $$