What is the formula for Actual Volatility and Standard Deviation?

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TradeWatcher

Does anyone know the formula for actual volatility for a specific stock. I think it is something like:

SqRoot of 52 or 365 or 12 (depending on the length you want). That is then divided into the (Price of the Stock/Standard Deviation (STD)).

ex. for daily Citigroup --- 19.1/(44.10/STD)

I do not know what the is or where to find it for a specific stocks. I have looked on the WWW but am not seeing it.

So I guess the real question is, assuming the formula is correct, is where can I find the STD for specific stocks.
 
My question was not about options but thanks to your input I will also put it in another forum as well. Perhaps more exposure is good.

If anyone in this forum has the answer I would appreciate it.

Thanks again,
 
Yes, iVolatility is the site of choice for Historical Volatility.

The formula for HV30 is

Std Dev( Ln(Close/Close[1]),30) * Sqrt(250)

or the standard deviation over a 30 day period of the logarithm of the current day's close divided by the previous day's close times the square root of 250.

The 30 day period can be changed to a 10 day period to get HV10, and you can choose a different number for days in a year...I use 250, but others count the weekends as well and use 360 or 365.

For trading equities, I find HV useful in comparing a dollar normalized volatility of one stock to another in setting up pairs or determining my trade size, considering my risk preferences.
 
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