realized volatility for ONE DAY for a 1-minute database of 10 month WTI future prices

Hi there,

I got some help from Oleg before which is very helpful.

Essentially I have a database of minute-minute WTI oil future prices going back 10 months back. I want to find out the realized volatility minute-minute for a particular day to see throughout that particular day, which minutes are the most volatile.

So I would want a plot of minute-minute prices for one day and alongside it the volatility.

Please look at the last forum which Oleg helped me alot. If someone can show me how to do it I can send the data (.txt file). I would really appreciate it if someone could help.

Best,

Answer 1

[Mate 2u]

If anyone can help would be appreciated. Best wishes,