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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 ...
In addition, a stock's or index's volatility can change over time, which challenges the assumption of a constant statistical distribution of returns. While performing historical volatility ...
Sometimes referred to as the historical volatility, this term usually used in the context of derivatives. While the implied volatility refers to the market's assessment of future volatility ...
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.
In particular, he highlights several historic market moves, volatility, and gold's (GC=F) record-setting highs. To watch more expert insights and analysis on the latest market action, check out ...
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 ...
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