HISTORICAL VOLATILITY
\hɪstˈɒɹɪkə͡l vˌɒlɐtˈɪlɪti], \hɪstˈɒɹɪkəl vˌɒlɐtˈɪlɪti], \h_ɪ_s_t_ˈɒ_ɹ_ɪ_k_əl v_ˌɒ_l_ɐ_t_ˈɪ_l_ɪ_t_i]\
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A retrospective statistical measure of the price movement of an ASSET based on historical data, often conveyed in terms of VARIANCE or STANDARD DEVIATION. Historical volatility is applied to various financial and RISK valuation techniques, including FRACTIONAL EXPOSURE and VALUEATRISK. See also IMPLIED VOLATILITY.
By Henry Campbell Black
Word of the day
hydromorphic
- [Greek] Structurally adapted to an aquatic environment, as organs of water plants.