Beta Volatility

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"SQRT(260)" multiple factor in "WMT 10 Day Volatility" calculation
Would you please let me know why you include the "SQRT(260)" multiple factor in each "WMT 10 Day Volatility" and "S&P 500 10-Day Volatility" calculation? Does the "260" mean "260 Trading Days and assuming No Holidays, 5 Trading Days * 52 Weeks per Year?" Thank you very much in advance for your ... Read More
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added 6 years ago