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actual historical volatility which refers to the volatility of a financial instrument over a specified period but with the last observation on a date in the past near synonymous is realized volatility , the square root of the realized variance , in turn calculated using the sum of squared returns divided by the number of observations.
Volatility (finance), degree of variation over time; Volatiles, the volatile compounds of magma (mostly water vapor) that affect the appearance and strength of volcanoes; Stochastic volatility, in the mathematical theory of probability; Pedersen index, a measure of electoral volatility in political party systems
A volatility surface using coordinates a non-trivial moneyness M and time to expiry τ is called the relative volatility surface (with respect to the moneyness M). While the spot is often used by traders, the forward is preferred in theory, as it has better properties, [6] [7] thus F/K will be used in the sequel. In practice, for low interest ...
Volatility is up, and the S&P 500 chalked both its best and worst day of the year this past week. And that you can have both in the span of a few days is an important market lesson.
In chemistry, volatility is a material quality which describes how readily a substance vaporizes. At a given temperature and pressure , a substance with high volatility is more likely to exist as a vapour , while a substance with low volatility is more likely to be a liquid or solid .
Volatility risk: the risk of a change in the volatility of a risk factor, negatively impacting the price of a portfolio or instrument. This risk particularly applies to derivative instruments, where the volatility of the underlying is a major influence on prices. It is also [19] relevant to portfolios of basic assets, and to foreign currency ...
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Volatility risk is the risk of an adverse change of price, due to changes in the volatility of a factor affecting that price. It usually applies to derivative instruments , and their portfolios, where the volatility of the underlying asset is a major influencer of option prices .