Examples of 'historical volatility' in a sentence
Meaning of "historical volatility"
historical volatility: A term used in finance and investment to describe the degree of variation in a financial instrument's price over a specific period in the past. It is a measure of how much the price of an asset has fluctuated historically, providing insights into its risk and potential returns
How to use "historical volatility" in a sentence
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historical volatility
Europe are experiencing a phase of historical volatility and.
Historical volatility over a specific period.
These here are the historical volatility index limits.
Historical volatility not the whole risk picture.
Time horizon for the calculation of historical volatility.
Historical volatility reflects the past price movements of an underlying asset.
We will start by looking at the historical volatility figures.
What is the historical volatility of the financial asset?
The best way to determine future volatility is to look at historical volatility.
A measure of historical volatility.
Looking in the past, it is comparatively easy to calculate historical volatility.
The volatility is estimated based on historical volatility corresponding to the expected life.
We notice two types of volatility, implied volatility and historical volatility.
A first part of this PhD studies historical volatility spillovers around corporate earning announcements.
The future volatility is based on our 4 year historical volatility.
See also
Based on the historical volatility of the Company 's stock.
As a proxy for the total uncertainty, it was used the historical volatility of stock returns.
However, since historical volatility is calculated using past daily prices, it is inherently backward-looking.
I wish I knew better what historical volatility is.
This procedure used historical volatility of market capitalization calculated with GARCH ( 1,1 ).
First, it is essential to point out the difference between historical volatility and implied volatility.
If these speeds are increasing, historical volatility is generally greater.
Note, Expected volatility is based on historical volatility.
Volatility forecasts typically rely on historical volatility and / or implied volatility.
All assets saw a major decline in their 30-day historical volatility in January.
Based on the observed spot prices, the historical volatility can be calculated.
Factors corresponding to the implied and historical volatility of the contract being cleared;.
Volatility, Selection of the 30 equities presenting the lowest historical volatility over a period of six months.
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Examples of using Historical
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Notes to the historical combined financial statements
Equity instruments are recognized at their historical value
Detailed historical information should be included in an appendix
