function v=estvol(H,L,O,C,T)
%estimates the historical volatility using a BLUE  adjusted for the error in observation.
% H,L,O,C  are all vectors of the same length. 2*epsilon=bid-ask spread.     T=1/252  for daily observations
N=length(H);
Z=log(H./C).*log(H./O)+log(L./O).*log(L./C);
m1=mean(Z);
s1=var(Z);
m2=mean((log(C./O)).^2);
v=m1*(6/7)+m2*(1/7);   %This is the approximate BLUE weights 6/7  and 1/7. 
v=sqrt(v/T);      % volatility annualized
