The mathematical result of HistoricalVolatility on a perfectly geometric
price series is exactly zero — but the underlying 1.01_f64.powi(i) +
log-return + std-dev cascade accumulates platform-sensitive FP drift on
the order of 1e-7 on x86_64 Linux and macOS (the Windows result happened
to round closer to zero, which is why the test passed locally and on the
Windows CI runner but failed on Linux and macOS).
Bump the tolerance from 1e-9 to 1e-6. That stays four decimal places
below any realistic annualised volatility value while comfortably
absorbing the observed cross-platform drift.
Also extend the comment to document the rationale so the next person
who reads the test does not tighten it back down.
kingchenc
ae8fcd9051