[R-SIG-Finance] TTR, volatility(), historical volatility calculation methods differ

[algotr8der]

Issue #1 is accurate as per the original papers
Issue #2 has been fixed in v119 i.e variance terms are added together

https://r-forge.r-project.org/scm/viewvc.php/pkg/R/volatility.R?view=markup&root=ttr&pathrev=119

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