Definitions for "Historical Volatility"
A measure of the actual volatility (a statistical measure of dispersion) observed in the marketplace.
Calculated by using the standard deviation of underlying asset price changes from close to close trading going back 21 to 23 days. A measurement of how much contract price has fluctuated over a period of time in the past; usually calculated by taking a standard deviation of price changes over a time period.
Volatility estimated from a historical time series.
Homemade leverage Homogeneity
Fluctuations estimated from a historical time series.