volatility
Sign in to savethe degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns
~17 min read
Article
CBOE Volatility Index (VIX) from December 1985 to May 2012 (daily closings)
In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns.
Connections
statistical dispersion
Entity
rate of return
Entity
market trend
Entity
Black–Scholes model
Entity
beta
Entity
Donald Trump
Person
X (social network)
Concept
Microsoft
Entity
International Standard Book Number
Entity
probability
Entity
President of the United States
Concept
finance
Entity
digital object identifier
Entity
International Standard Serial Number
Entity
square root
Entity
stock exchange
Entity
Σ
Entity
risk
Entity
Benoit Mandelbrot
Entity
standard deviation
Entity