The methods of the Volatility class are listed below. For a complete list of Volatility class members, see the Volatility Members topic.
![]() | Returns the estimate of the volatility according to the ARCH model. |
![]() | Evaluates the annual volatility when the volatility of a given number of days is known. |
![]() | Determines whether the specified Object is equal to the current Object. |
![]() | This method returns the estimate of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the (i-1)th day according to the EWMA model with respect to changes in the market variable. |
![]() | Estimates of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the 0th day, according to the EWMA model with respect to changes in the market variable. |
![]() | Estimates of the volatility according to the GARCH(1,1) model for the (i+1)th day. |
![]() | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
![]() | Gets the Type of the current instance. |
![]() | Evaluates the historical estimate of the present volatility. |
![]() | Returns the estimate of the standard error of the standard historical estimation given by the functions historicalEstimate and historicalEstimateWithDividends. |
![]() | Calculates the historical estimate of the present volatility taking into account the dividends or interest payments of the underlying asset. |
![]() | This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate. |
![]() | Returns a String that represents the current Object. |
![]() | Evaluates the variance of the historical returns of an asset. |
![]() | Calculates the variance of the expected returns of an asset given the assets returns in given market states and the probability of those market states occurring. |
![]() | Calculates the value of the volatility over a given number of days when the annual volatility is known. |
![]() | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
![]() | Creates a shallow copy of the current Object. |
Volatility Class | Portfolio Namespace