Is there a Historical Volatility Study out there?

[Tex50]

Before I code this, is there already a study available that I am not aware of that I think is called "Historical Volatility"?

The formula as presented to me is as follows:

Historical Volatility(length) = standard deviation(ln(close/yesterday’s close),length) * 100 * square root (256).
In English:
1. Divide today’s close by yesterday’s close.
2. Take the natural log of #1.
3. Take the standard deviation of #2 for length desired (the number of trading days, i.e. 50)
4. Multiply #3 by 100.
5. Multiply #4 by the square root of the number of trading days in 1 year (around 256).
HV is based on a one-standard deviation move


If not, is there a "Standard Deviation" function somewhere I can use while coding my own?

Thanks!

[ACM]

Tex
There is one coded by TSSupport which can be found here
Alex

[Tex50]

And the amazing Alex comes through again!

Thanks as always!