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180 Day Volatility

Definition

The 180 days volatility, measured as the deviation of log returns
Name
MetricID
Category
Subcategory
Type
Unit
Interval
180 Day Volatility
VtyDayRet180d
Market
Returns
Ratio
Dimensionless
180 days

Details

  • Computed as the standard deviation of the daily natural log returns over 180 days.

Release History

  • Released in the 1.0 release of NDP

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