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CBOE Volatility Index (VIX) from December 1985 to May 2012 (daily closings) In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices.
Relative volatility, a measure of vapor pressures of the components in a liquid mixture; Volatile acid/Volatile acidity, a term used inconsisitenly across the fields of winemaking, wastewater treatment, physiology, and other fields
CBOE also calculates the Nasdaq-100 Volatility Index (VXNSM), CBOE DJIA Volatility Index (VXDSM) and the CBOE Russell 2000 Volatility Index (RVXSM). [6] There is even a VIX on VIX (VVIX) which is a volatility of volatility measure in that it represents the expected volatility of the 30-day forward price of the CBOE Volatility Index (the VIX). [10]
In other words, if this index rose 1 percent in a day, the fund would aim to fall 0.5 percent. ... Traders can shoot for the moon with short-term volatility funds or take a more modest approach ...
In general, volatility tends to decrease with increasing molecular mass because larger molecules can participate in more intermolecular bonding, [5] although other factors such as structure and polarity play a significant role. The effect of molecular mass can be partially isolated by comparing chemicals of similar structure (i.e. esters ...
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.
Forward volatility is a measure of the implied volatility of a financial instrument over a period in the future, extracted from the term structure of volatility (which refers to how implied volatility differs for related financial instruments with different maturities).
In other words, the Heston SV model assumes that the variance is a random process that exhibits a tendency to revert towards a long-term mean at a rate , exhibits a volatility proportional to the square root of its level