The daily volatility of a security is the standard deviation of a daily return time series. It is commonly used as a measure of the risk of the security. We calculate the daily volatility with up to 3 years of daily price data. This is adjusted to represent the standard deviation of 6 month returns.
The 6 Month Volatility takes the Daily Volatility and adjusts it to reflect the expected variance in price over 6 months.This can be helpful for investors when considering mid to long term investment horizons.