Created
May 22, 2024 16:35
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| def get_Daily_Volatility(df,span0=20): | |
| # simple percentage returns | |
| df0=df['Close'].pct_change() | |
| # 20 days, a month EWM's std as boundary | |
| df0=df0.ewm(span = span0, adjust = False).std() | |
| # Round the column values to six decimals | |
| df0 = df0.round(6) | |
| return df0 |
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