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A stock’s daily high is consistently $2\%$ above its low. Using the Parkinson estimator $\sigma^2 = \frac{(\ln H/L)^2}{4\ln 2}$ per day and $252$ days, what annualised volatility is implied, in percent to one decimal?

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A stock’s daily high is consistently 2%2\%2% above its low. Using the Parkinson estimator σ2=(ln⁡H/L)24ln⁡2\sigma^2 = \frac{(\ln H/L)^2}{4\ln 2}σ2=4ln2(lnH/L)2​ per day and 252252252 days, what annualised volatility is implied, in percent to one decimal?

More volatility questions

A stock’s daily high is consistently $2\%$ above its low. Using the Parkinson estimator $\sigma^2 = \frac{(\ln H/L)^2}{4\ln 2}$ per day and $252$ days, what annualised volatility is implied, in percent to one decimal?