Returns the estimate of the standard error of the standard historical estimation given by the functions historicalEstimate and historicalEstimateWithDividends.
Recall that the standard error is the standard deviation of the sampling distribution of that statistic. Standard errors are important because they reflect how much sampling fluctuations effect the reliability of the statistic, in this case the estimate of the volatility. The standard error of a statistic will depend on the sample size where generally the larger the sample size the smaller the standard error will be.
Volatility Class | Portfolio Namespace