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The term structure of Bitcoin option implied volatility is downward-sloping.
The literature has claimed that range-based volatility estimators are more effective than historical volatility estimators (e.
The CBOE Volatility Index (VIX) has been below 10% for only 11 total days in the past 20 years -- interestingly, 7 of those days have occurred since mid-May 2017.
However, increasing concerns about geopolitical and macroeconomic risk and equity volatility make it important for strategies to seek to minimize downside risk.
Conversely, low volatility suggests a tighter band of results around the mean and more predictable results.
Specifically, this paper considers whether the volatility-growth relationship varies with levels of economic freedom across countries and whether volatility is serving as a proxy for economic freedom in studies of the volatility-growth relationship.
The presence of cyclical similarities, despite the apparent divergent trends in micro-and macro-level volatility raises important policy questions that have only recently been explored (Davis and Kahn (2008) and Sabelhaus and Song (2010)).
Invesco (NYSE: IVZ) PowerShares Capital Management, LLC, said it has launched PowerShares ex-Rate Sensitive Lower Volatility portfolio (XRLV), which was listed on the NYSE ARCA.
The analysis also shows that high prices are neither a necessary nor a sufficient condition for elevated price volatility since both high and low volatility can take place under high and low price conditions.
t] is the monthly volatility of the returns on the index.
3), we feel that a greater problem with these volatility readings is that they can trickle along at low levels for an extended period, but then quickly spike.