function mySig = computeSig(s,dt)

% mySig computes volatility from stock data
%
% mySig = computeSig(s,dt)

n = length(s);

u = zeros(1,n-1);

for k=1:n-1
    u(k) = log(s(k+1)/s(k));
end
   
mySig = sqrt(var(u))/sqrt(dt);
    
end

