im trying to calculate a three year annualized volatility. i understand that for a one year annualized volatility i will take the st dev and multiply it by SQRT ( 252). if im looking at three years worth of data and i need the three year volatility does that mean the annualization factor becomes Sqrt (252*3)?
if it helps im using three years worth of stock prices and for the st deviation. i just need to figure out how to calculate a three year volatility.
then if i use 5 years worth of stock prices how do i do a five year volatility?
would be the above be any different if i threw an annualization factor in there?