Daily Volatility or Variance

Transforms variance or volatility to daily. There is no default method, so only classes "volatility", "variance", are supported.

Usage

daily(x, ...)

# S3 method for class 'volatility'
daily(x, ...)

# S3 method for class 'variance'
daily(x, ...)

Arguments

x

an object whose class will determine the method to be dispatched. Volatility or variance, will become daily.

...

further arguments to be passed to the next method.

Value

Same class with daily volatility or variance.

See also

annualize to transform variance or volatility to annual basis.

Examples

daily(annualize(as.variance(.5)))
#> Daily Variance 
#> [1] 0.5
daily(annualize(as.volatility(.25)))
#> Daily Volatility 
#> [1] 0.25