Abnormal Volatility Calculator
FREEMIUM
By EventStudyTools
Updated 2 months ago

Abnormal Volatility Calculator API Documentation

This API calculates the abnormal volatilities following the scientific method 'event study methodology'

Learn more about this API
POSTAbnormal Volatility Calculator
POSTAbnormal Volatility Calculator

Abnormal Volatility Calculator

Header Parameters
X-RapidAPI-HostSTRING
REQUIRED
X-RapidAPI-KeySTRING
REQUIRED
Required Parameters
start_event_windowNUMBER
REQUIRED
end_of_estimation_windowNUMBER
REQUIRED
test_statisticsSTRING
REQUIREDSeparate values by comma
event_dateDATE
REQUIREDDate in YYYY-MM-DD format, example: 1997-04-30
end_event_windowNUMBER
REQUIRED
market_tickerSTRING
REQUIREDMarket ticker in Yahoo finance format, example: ^GSPC
estimation_window_lengthNUMBER
REQUIRED
stock_tickerSTRING
REQUIREDStock ticker in Yahoo finance format, example: ADBE
Code Snippet
Install SDK
Response ExampleSchema

Install SDK for (Node.js)Unirest

OAuth2 Authentication
Client ID
Client Secret
OAuth2 Authentication