Historical volatility (HV) is a backward-looking metric that measures how much movement a stock has experienced over a set time frame. While there are several different methods by which HV can be ...

Types of volatility Historical volatility (HV), as the name implies, deals with the past. It's found by observing a security's performance over a previous, set interval, and noting how much its ...

A volatile index such as the NASDAQ 100 is likely to have a higher standard deviation, as its value will fluctuate more compared to historical volatility averages. Finally, market volatility can ...

As a whole, the stock market generally has more volatility than bonds, but certain stocks may be more stable than others. Digging deeper, there are common metrics used to calculate historical or ...

The VIX is thus a forward-looking indicator of the expected volatility level, instead of reflecting historical price changes. The VIX reads levels of 10 to 20 during calm markets but can reach 40 ...

For a rough guide as to whether implied volatility is running high, low, or right on par, an option's IV can be compared against the stock's historical volatility (HV) for a comparable time frame.

The Chicago Board of Options Exchange Volatility Index, or VIX, is a gauge for stock market volatility and investor sentiment. It’s important to point out that the VIX measures implied ...

Stocks are volatile. That much is understood by most investors, but what exactly is volatility and how is it measured for the overall stock market? You may have seen references to something called ...

In financial terms, volatility refers to the rate at which the price of an asset increases or decreases for a set of returns. In simpler terms, it is the measure of the speed and extent of price ...