Parameters of the "Volatility profile" evaluation
Parameters | Description |
|---|---|
Evaluation date | Evaluation date of the evaluation, which you can enter in the form "dd.mm.yy". The default setting is the current date or the evaluation date entered in the input field on the "Start" tab. |
Period (days) | Here you enter the period over which the volatility profile is to be drawn (in days). The default setting is 500 days. |
Maximum volatility period | Maximum value for the volatility calculation period. The default setting is 250 days. |
Minimum volatility period | Minimum value for the volatility calculation period. The default setting is 30 days. |