20-day 历史波动率》13，s&p指数 跌到20天均线下，可能是非偶然事件，下跌趋势开始？

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HISTORICAL VOLATILITY (20-day):
STEP 1
For the past 20 days, calculate: today's close / previous close (requires 21 days of data)

STEP 2
Calculate the natural log of the results calculated in STEP 1.

STEP 3
Calculate the sum of the natural logs over the past 20 days.
Calculate the sum of the squares of the natural logs over the past 20 days.

STEP 4
Divide the sum of the natural logs by 20.......................#1
Divide the sum of the squares of the natural logs by 20........#2
Calculate: RESULT 2 - the square of RESULT 1...................#3
Calculate the (square root of RESULT 3) x (sq. root of 252) x 100
This is the 20-day historic volatility for today.