IntervalPrice prev = quotes.get(date);
while (it.hasNext()) {
date = it.next();
final IntervalPrice curr = quotes.get(date);
final double c0 = Math.log(prev.close());
final double o1 = Math.log(curr.open());
final double sigma2 = this.a * (o1 - c0) * (o1 - c0) / this.f + (1 - this.a) * delegate.calculatePoint(curr) / (1 - this.f);
retval.put(date, Math.sqrt(sigma2 / delegate.getYearFraction()) );
prev = curr;
}
return retval;