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how do we translate volatility over time letamp;#39;s say scale at one day volatility up to a ten day volatility or scale an annual volatility down to attend a volatility okay so letamp;#39;s look at scaling volatility from one period to another period on the Left panel Iamp;#39;m gonna scale a one-day volatility up to ten days and on the right here weamp;#39;re gonna scale an annual volatility down to ten days and so scaling is a common function and itamp;#39;s helpful because it reminds us that itamp;#39;s important to clarify the assumption around our volatility if we have a volatility of 1% or 20% the user of that really needs to specify is that a daily volatility a monthly volatility or an annual volatility the number by itself needs to be associated by the parent with the period to scale the volatility weamp;#39;re going to use the square root roll which is very popular and somewhat intuitive because if we look here at the variance variance is always denoted Sigma squared
