---
title: "Close-to-Close Volatility"
method: POST
path: "/assets/volatility/estimation/close-to-close"
tags: ["Assets / Volatility Estimation"]
---

# Close-to-Close Volatility

`POST /assets/volatility/estimation/close-to-close`

Compute the close-to-close volatility of an asset over a given time period, using close prices.

References
* [Colin Bennett, Trading Volatility, Correlation, Term Structure and Skew](https://www.trading-volatility.com/)

## Request body

- object
  - `assets` object[], required
    - `assetPrices` object[], required — assetPrices[t] contains price information for the asset at the date t
      - `date` string, required — The date corresponding to the date t in format YYYY-MM-DD; all dates must be distinct
      - `close` number, required — The close price of the asset at the date t
    - `assetReturnsDemeaning` boolean — Whether to de-mean the raw asset close-to-close logarithmic returns before squaring them (true) or not (false); not de-meaning the raw returns implicitely assumes that the average asset close-to-close logarithmic return is zero; if true, the minimum number of items in assetPrices becomes 3 instead of 2

## Response `200`

OK

- object
  - `assets` object[], required
    - `assetVolatility` number, required — The volatility of the asset

---

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