| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| STATDATA | ATVO3 | u | 100 | Description of Statistics Type Used | ||
| UPWIND | JBRIHSDEF-UNWIND | s | 2 | Holding Period |
| Parameter | Reference | Type | Length | Text |
|---|---|---|---|---|
| SIGMA | VTVSTUEDATATYPES-RESULT | F | 8 | Calculated Volatility |
| Parameter | Reference | Length | Optional | Text |
|---|---|---|---|---|
| RISKFACTORS | JBRRHBLATT | 168 | Description of Risk Factor Transferred | |
| VALUEVECTOR | VTVUESTVALUETAB | 20 | Vector of Value Changes |
| Exception | Text |
|---|---|
| NEGATIV_VALUE | Negative Volatility |
| NO_ENTRIES_IN_TABLE | Empty Table Transferred |
| ONLY_ONE_ENTRY_IN_TABLE | Only One Entry in Table |