# How to calculate Parkinson's Historical Volatility

I want to calculate volatility of stock prices. I found information here, but I'm not sure if I'm doing right.

These are sample data:

Date,High,Low
2001-11-15,137.0,134.0
2001-11-16,140.0,133.0
2001-11-19,140.0,137.0
2001-11-20,140.0,136.0


And I calculate in condition n=3.

daily valiation of 2001-11-15 is:

(1 / (4 * ln(2))) * ln(137/134)^2
+ (1 / (4 * ln(2))) * ln(140/133)^2
+ (1 / (4 * ln(2))) * ln(140/137)^2


and valiation of 2001-11-16 is:

(1 / (4 * ln(2))) * ln(140/133)^2
+ (1 / (4 * ln(2))) * ln(140/137)^2
+ (1 / (4 * ln(2))) * ln(140/136)^2


Is this calculation right? If wrong, where can I find example of calculation of volatility with some data? What I could find were all only formulars without numbers.

I believe it is partially correct. The summation term is missing $\frac{1}{n}$ and I assume you left out the square root intentionally. Also, I believe since it is historical volatility, you should be using dates going backward and not forward.
$$ParkinsonVolatility_{2001-11-19} = \sqrt{\frac{\frac{1}{4 * ln(2)} * (ln\frac{140}{137})^2 + \frac{1}{4 * ln(2)} * (ln\frac{140}{133})^2 + \frac{1}{4 * ln(2)} * (ln\frac{137}{134})^2}{3}}$$