180 Day Volatility
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 |
- Computed as the standard deviation of the daily natural log returns over 180 days.
- Released in the 1.0 release of NDP
Last modified 8mo ago