Stock market historical volatility

Historical volatility HV is the realized volatility of a financial instrument over a given time period.

Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Standard deviation is the most common but not the only way to calculate historical volatility.

Also known as "statistical volatility. This measure is frequently compared with implied volatility to determine if options prices are over- or undervalued.

Historical volatility is also used in all types of risk valuations. Stocks with a high historical volatility usually require a higher risk tolerance. Dictionary Term Of The Day.

How to Calculate Historical Stock Volatility: 12 Steps

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Historical Volatility - HV Share.

Historical Volatility (HV)

What is 'Historical Volatility - HV' Historical volatility HV is the realized volatility of a financial instrument over a given time period. Volatility Time-Varying Volatility Volatility Swap Volatility Arbitrage Implied Volatility - IV Downside Risk Standard Deviation Vega Historical Returns.

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Volatility

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