Historical Volatility (one asset, from a table)

Last updated 9 November 2026

Function reference › Risk and Performance Measures › Volatility

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_RPM_VolatilityFromTable1

Returns the historical volatility of asset price changes over chosen time horizon (number of days) during a specified period, given historical prices.

GIA_RPM_VolatilityFromTable1(HistoricalData, SingleDatesColumn, AssetName, TimeInterval, Overlap, DaysNumber, WeekLastDay, PriceChangeCalc, ScalingFactor, StartDate, EndDate, ExcludeFromDate, ExcludeToDate)

Returns: Historical volatility of asset price changes over chosen time horizon (number of days) during a specified period

Argument	Use	Description
`HistoricalData`	Required	The array of historical data of the assets.
`SingleDatesColumn`	Required	Whether the historical data table has only one shared column for dates (Yes, No).
`AssetName`	Required	Which asset to calculate the volatility for.
`TimeInterval`	Required	Time period of the price changes (Days, Week, Month, Quarter, Year)
`Overlap`	Required	Whether there is an overlap between dates (Yes, No)
`DaysNumber`	Required	Number of days if the parameter TimeInterval is Days
`WeekLastDay`	Required	The last day of the week if the parameter TimeInterval is Week (Sunday, Monday, Tuesday, Wednesday, Thursday, Friday)
`PriceChangeCalc`	Required	Calculation type of the daily price change. See the documentation for full description (Discrete, Continuous, Absolute)
`ScalingFactor`	Required	The scaling factor in the square root of time rule. See the documentation for full description.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ExcludeFromDate`	Required	The first date in the period excluded from the required period.
`ExcludeToDate`	Required	The last date in the period excluded from the required period.