Public Instance Methods
 ArchVolEst | Returns the estimate of the volatility according to the ARCH model. |
| Equals (inherited from Object) | |
| EwmaVolEst | This method returns the estimate of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the (i-1)th day according to the EWMA model with respect to changes in the market variable. |
| EwmaVolEstInd | Estimates of the volatility for the ith day made at the end of the previous (i-1)th day, using an estimate of the volatility on the 0th day, according to the EWMA model with respect to changes in the market variable. |
| GarchVolEst | Estimates of the volatility according to the GARCH(1,1) model for the (i+1)th day. |
| GetHashCode (inherited from Object) | |
| GetType (inherited from Object) | |
| HistoricalVol | Evaluates the historical estimate of the present volatility. |
| HistVolDiv | Calculates the historical estimate of the present volatility taking into account the dividends or interest payments of the underlying asset. |
| HistVolError | Returns the estimate of the standard error of the standard historical estimation given by the functions historicalEstimate and historicalEstimateWithDividends. |
| RescaleAnnVol | Calculates the value of the volatility over a given number of days when the annual volatility is known. |
| RescaleDayVol | Evaluates the annual volatility when the volatility of a given number of days is known. |
| Return | This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate. |
| ToString (inherited from Object) | |
| VarianceHist | Evaluates the variance of the historical returns of an asset. |
| VarianceProb | Calculates the variance of the expected returns of an asset given the assets returns in given market states and the probability of those market states occurring. |
Protected Instance Methods
 Finalize (inherited from Object) | |
| MemberwiseClone (inherited from Object) |
See Also
Volatility Class | Options Namespace