@bmancini55/finance
Version:
Finance utilities for JavaScript
17 lines • 597 B
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.calcHistVolatility = void 0;
const stats_basic_1 = require("./stats-basic");
/**
* Calculates the historic volatility (std dev of returns) based
* on price history.
*/
function calcHistVolatility(prices) {
const returns = new Array(prices.length - 1);
for (let i = 1; i < prices.length; i++) {
returns[i - 1] = prices[i] / prices[i - 1] - 1;
}
return stats_basic_1.calcStdDev(returns);
}
exports.calcHistVolatility = calcHistVolatility;
//# sourceMappingURL=calc-hist-volatility.js.map