Exchange Currency

historical volatility

HV. Degree or level of up and down movement in a value over time. In securities trading, it refers to price fluctuation over a standard period such as a day, week, month, quarter, or year. Historical volatility is computed by taking the standard deviation of price changes over the chosen period and is usually compared with the implied volatility in pricing an option. It is directly related to the level of risk associated with a security: low HV means low risk, and high HV means high risk. also called statistical volatility.

Related information about historical volatility:
  1. Historical Volatility (HV) Definition | Investopedia
    The realized volatility of a financial instrument over a given time period. Generally , this measure is calculated by determining the average deviation from the ...
     
  2. Volatility (finance) - Wikipedia, the free encyclopedia
    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; actual ...
     
  3. VIX and More: What Is Historical Volatility?
    Dec 7, 2009 ... The volatility universe splits fairly neatly into two halves: historical volatility (HV) and implied volatility (IV). I tend to place slightly more emphasis ...
     
  4. Historical Volatility - Morningstar
    Historical Volatility - Definition for Historical Volatility from Morningstar - Historical statistical volatility is a measure of how much the stock price fluctuated during a ...
     
  5. Historical volatility - TradingMarkets.com
    A 100-day historical volatility of 32%, for instance, means that over the last 100 ... These are the 20 stocks that have the highest 10-day historical volatility for ...
     
  6. Historical Stock Volatilities
    Historical stock volatility data is provided for informational purposes only. CBOE makes no guarantee as to the accuracy of the data. Your use of Historical stock ...
     
  7. Historical Volatility Calculator | Hoadley
    Historical volatility estimation and forecasting using GARCH and EWMA models with automatic data download.
     
  8. Historical Volatility: The Holy Grail Found? - Connors Research
    LATEST RESEARCH. Historical Volatility: The Holy Grail Found? Larry Connors. CEO and Founder. This document cannot be reproduced without the expressed ...