(redirected from Historical volatility)
Also found in: Dictionary, Thesaurus, Medical, Financial, Encyclopedia.
References in periodicals archive ?
Even the historical volatility could be calculated by the statistical analyze, but how many data should be involved still have not a determined answer.
Because the BSM model may be an inadequate description of the observed option prices, caution is warranted in using it to compare implied volatility to historical volatility.
And stock volatility has been relatively muted over the past month, with a historical volatility of 24 percent" he noted.
Best will continue to closely monitor its loss reserve development over the near term given its historical volatility.
Probability Calculator: Leverages a powerful database of historical volatility data to help customers determine the probability that a stock, ETF or index will close inside or outside of a certain price range at the time frame and volatility specified.
In this book, options expert Larry Shover skillfully addresses how to use historical volatility to predict future volatility for a security, or the implied volatility, and offers suggestions for dealing with that odd feature of options trading known as skew.
These positive factors are partially offset by historical volatility in ISMIE's loss reserve development and surplus position, significant reinsurance dependence and concerns over how the 2010 reversal of tort reform in Illinois affects the company.
These forward-looking statements are subject to risk and uncertainties that may cause actual results to differ materially, including historical volatility and low trading volume of our stock, the risk and uncertainties inherent in the early stages of growth companies, the company's need to raise substantial additional capital to proceed with its business, risks associated with competitors, and other risks detailed from time to time in the company's most recent filings with the Securities and Exchange Commission.

Full browser ?