Historical volatility (HV) is a backward-looking metric ... between the stock's daily price changes compared to the mean value of the stock during that same lookback period. It's worth noting ...
Bitcoin's low volatility signals an imminent big move, data shows. Tight Bollinger Bands and past trends suggest a 20-30%+ ...
For options traders, understanding volatility takes on a deeper meaning and relevance. That's because implied volatility (IV) is one of the primary factors that determines an option's price.
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 ...
What effect should this be expected to have on oil price volatility? What, if anything, can we infer from the last eighteen months of oil production and price behavior? What can we learn from the ...
The volatility of a pair is measured by calculating the standard deviation of its returns. The standard deviation is a measure of how widely values are dispersed from the average value (the mean).
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 ...