Abbreviation:
Category: Statistical
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Periods | Int >= 2 | 10 |
Calculation:
n * sum(X*X) – sum(X) * sum(X)
‘‘‘‘‘‘‘‘‘‘‘‘‘‘‘‘
n ( n – 1 )
where
sum(X*X) = sum of X*X over the last n periods
sum(X) = sum of X over the last n periods
X = Time Series
n = Periods
Discussion:
Provides a measure of a time series volatility.