I'm trying to estimate intraday volatility for some ETFs, but don't have the intraday data to actually calculate it. I do, however, have historical daily OHLC data for the ETFs. I thought I saw somewhere that one could estimate/approximate intraday volatility with OHLC data, but I'm struggling to find it now. Does anybody know this estimation?
Asked
Active
Viewed 49 times
0
-
2Have you tried searching? Google gives some relevant answers. Also this. – Richard Hardy May 18 '22 at 14:53
-
Thank you! I appreciate the link. – Ringleader May 18 '22 at 14:58