VolatilityCalc, developed by Montgomery Investment Technology Inc., is an easy to use historical price volatility calculator providing volatility, skewness, kurtosis, normality, return rate, and autocorrelation statistics.
Charts illustrating return distribution, horizon volatility and moving average volatility enable insightful analysis of the data.
Charts and Advanced Statistics are easily exportable to Excel.
Click here to download a sample report generated by VolatilityCalc.
Historical price data may be easily imported to VolatilityCalc from the Yahoo! Finance website as well as from an Excel spreadsheet.