How can I get the information on the methodology used by Refinitiv for volatility calculation of ...

datastream1
datastream1 Newcomer
in Datastream

...stock price of companies?

I went through the equity segment. I was looking for volatility time series of few companies. then I find it in the price and chart section. There are many volatility measures, like Volatility O-H-L-C, Historical Volatility, Volatility (Chaikin's) etc.

I am going to use the data in my study, for that purpose, I need the methodology behind the calculation of these types of volatility measures. I found the formulas but need to be sure that refinitive follows that same.

Please help me to get the methodology used by refinitive for calculating "Volatility O-H-L-C", especially.

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @datastream1

    Thank you for reaching out to us.

    This developer forum is for questions on and general discussions of Refinitiv APIs.

    To confirm the methodology used by refinitiv products, please contact the helpdesk support team directly via MyRefinitiv and then select the product that you are using.

    That way the helpdesk team can work closely with you and verify the methodology.

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