Volatility.Return Method 

This function returns the continuously compounded return of an asset over one day which is required by the method garchVolatilityEstimate.

Parameters

IthDayPrice

This in the asset price at the close of business on the ith day.

I_1thDayPrice

This is the asset price at the close of business on the i-1th day.

Remarks

The full name of this function inside Excel is Port_Volatility_Return.

See Also

Volatility Class | Portfolio Namespace