{"id":165722,"date":"2022-05-06T15:47:36","date_gmt":"2022-05-06T15:47:36","guid":{"rendered":"https:\/\/theotcspace.com\/knowledge_item\/log-volatility\/"},"modified":"2022-05-06T15:47:42","modified_gmt":"2022-05-06T15:47:42","slug":"log-volatility","status":"publish","type":"knowledge_item","link":"https:\/\/theotcspace.com\/knowledge_item\/log-volatility\/","title":{"rendered":"Log Volatility"},"content":{"rendered":"","protected":false},"excerpt":{"rendered":"<p>A historical volatility calculation method that assumes that stock prices are lognormally distributed (the rate of change in a price series is continuous). This is one of the assumptions used in the Black-Scholes option pricing model. The historical volatility of the Black-Scholes model is the standard deviation of the natural logarithms of the prices on consecutive trading dates and is called the log volatility.<\/p>\n","protected":false},"template":"","meta":{"_acf_changed":false},"knowledge_category":[4254],"acf":[],"_links":{"self":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item\/165722"}],"collection":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_item"}],"about":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/types\/knowledge_item"}],"wp:attachment":[{"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/media?parent=165722"}],"wp:term":[{"taxonomy":"knowledge_category","embeddable":true,"href":"https:\/\/theotcspace.com\/wp-json\/wp\/v2\/knowledge_category?post=165722"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}