Instruction
Download daily historical prices of Facebook (FB) from 1/1/2017 to 6/30/2018. Calculate its daily holding period returns. Estimate FB’s annualized volatility using
the latest 90-day prices,
the latest 180-day prices,
all prices from 1/1/2017 to 6/30/2018.
You can use any methodology introduced in the video lectures.
M5 Assignment - Return Volatility Calculation Rubric
Download prices and calculate HPRs 2 pts
Estimate annualized volatility using 90-day data 1 pt
Estimate annualized volatility using 180-day data 1 pt
Estimate annualized volatility using all data 1 pt
Total 5 pts