When using the "interpolate" function in the Financial Toolbox to simulate a Brown Bridge, the interpolated values have a much larger normalized volatility than the original time series. Ideally, the interpolated annualized daily return volatility should be similar to the original annual volatility. Why does the "interpolate" function have such a large normalized volatility?When using the "interpolate" function in the Financial Toolbox to simulate a Brown Bridge, the interpolated values have a much larger normalized volatility than the original time series. Ideally, the interpolated annualized daily return volatility should be similar to the original annual volatility. Why does the "interpolate" function have such a large normalized volatility? When using the "interpolate" function in the Financial Toolbox to simulate a Brown Bridge, the interpolated values have a much larger normalized volatility than the original time series. Ideally, the interpolated annualized daily return volatility should be similar to the original annual volatility. Why does the "interpolate" function have such a large normalized volatility? interpolate, "brown, bridge", volatility, brown, brownian, interpolation MATLAB Answers — New Questions

​