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Historic volatility |
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Historic volatilityA measure of the price changes of a security over a specific period of time. Defined as the standard deviation of the continuously compounded returns on the security. Sometimes referred to as 'historical volatility'.Similar MatchesAsymmetric volatilityAsymmetric volatilityPhenomenon that volatility is higher in down markets than in up markets. VolatilityVolatilityThe extent to which an economic variable, such as a price or an exchange rate, moves up and down over time. Historical volatilityHistorical volatilityA measure of the price changes of a security over a specific period of time. Defined as the standard deviation of the continuously compounded returns on the security. Sometimes referred to as 'historical volatility'. Reward to volatility ratioReward to volatility ratioRatio of excess return to portfolio standard deviation. Historical volatilityHistorical volatilityFluctuations estimated from a historical time series. Further Suggestionsimplied volatilityvolatility Volatility risk |
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