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30 Day Volatility
The 30 days volatility, measured as the deviation of log returns
Name | MetricID | Category | Subcategory | Type | Unit | Interval |
30 Day Volatility | VtyDayRet30d | Market | Returns | Ratio | Dimensionless | 30 days |
- Computed as the standard deviation of the daily natural log returns over 30 days.
- Released in the 1.0 release of NDP
Last modified 1yr ago