Question about daily volatility

AI & Machine learning
1

Course Name: Financial Time Series Analysis for Trading, Section No: 22, Unit No: 8, Unit type: Notebook

Hello as I see the daily volatility is like a moving average of standard deviations of log returns. I also noticed you multiply *100 to obtain the daily volatility, why is this?

https://i.imgur.com/EOGJz7U.png

2

Hi Daniel,



At the time of computing daily volatility we multiply it with 100 to get the percentage values.



Thanks

Rushda