NO.PZ2020021205000064问题如下If you have five years of monthly ta on a variable, how woulyou calculate its volatility?If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1)老师好，我写的这个过程有不对的地方吗？
NO.PZ2020021205000064 问题如下 If you have five years of monthly ta on a variable, how woulyou calculate its volatility? If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1) 5 years 对应的不是60 value,为什么这里写59？
NO.PZ2020021205000064 问题如下 If you have five years of monthly ta on a variable, how woulyou calculate its volatility? If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1) 如题
NO.PZ2020021205000064问题如下If you have five years of monthly ta on a variable, how woulyou calculate its volatility?If SiS_iSi is the value of the variable the enof month i, the volatility is 12\sqrt{12}12 times the stanrviation of the 59 values of ln(Si/Si−1)\ln(S_i/S_{i-1})ln(Si/Si−1)先算月度收益波动率，是59个月的波动率均值，然后✖️根号12
