Calculate volatility
In this exercise, you will practice how to compute and convert volatility of price returns in Python.
Firstly, you will compute the daily volatility as the standard deviation of price returns. Then convert the daily volatility to monthly and annual volatility.
S&P 500 time series has been preloaded in sp_data, and the percentage price return is stored in the ’Return’ column.
Bu egzersiz
GARCH Models in Python
kursunun bir parçasıdırUygulamalı interaktif egzersiz
Bu örnek kodu tamamlayarak bu egzersizi bitirin.
# Plot the price returns
plt.plot(sp_data['____'], color = 'orange')
plt.show()
# Calculate daily std of returns
std_daily = sp_data['____'].____()
print('Daily volatility: ', '{:.2f}%'.format(std_daily))