A measure of the volatility of an underlying instrument over a past period.
A statistical measurement of a stock's past price movement over a specific time period.
The range of price movement over an extended period of time as compared to current activity.
This refers to a statistical measure of the variability of an asset during a specified period, for example, the past three months. The most common form of measure is the standard deviation of the daily returns.
The variability in price as measured by the market movements in the past over a certain period. ncome — Investment return, such as interest for bonds and dividend for stocks.
A statistical calculation of price movement over a period of time such as 20 or 90 days
A measure of the change in price over a specified time frame. Higher volatility suggests that the asset is more likely to trade within a wider range, while reduced volatility suggests the asset will trade in a tighter range. [Back on Top
The actual volatility, ie. variability in price, exhibited by an underlying instrument over an established period of time.
The volatility of the stock in the past. It is used to estimate future volatility. Historical volatility is a property of the underlying stock.
The actual price variation of an underlying security over a period of time.
Refers the volatility of market prices of financial instruments over time. Historical volatility is one important variable in the option pricing models used to estimate the fair market value of options, though options are usually traded on price, from which an implied volatility of future prices is derived.
An estimate of volatility based upon historical data.
The annualised standard deviation of percentage changes in futures prices over a specific period. It is an indication of past volatility in the marketplace.
The annualized standard deviation of percent changes in securities prices over a specific period. It is an indication of past volatility in the marketplace.
A statistical measure of the volatility of a futures contract, security, or other instrument over a specified number of past trading days.