Course Name: Options Volatility Trading: Concepts and Strategies, Section No: 15, Unit No: 6, Unit type: Notebook
Why in this case de estimated volatilities are not scaled by 100? Like in previous sections
Hi Jorge,
You have raised an interesting question. In the initial notebooks, we were multiplying the estimated volatilities by 100 for standardisation. However, in section 15 unit 6, we were comparing the different volatility estimators and thus, there was no need for multiplying them by 100 as they are on the same scale.
There is no other reason.
Hope this helps.