Historical volatility (HV) is a backward-looking metric that measures how much movement a stock has experienced over a set time frame. While there are several different methods by which HV can be ...

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The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV reading has slipped into the lowest quintile of readings since 1950, as indicated ...

In addition, a stock's or index's volatility can change over time, which challenges the assumption of a constant statistical distribution of returns. While performing historical volatility ...

Volatility has a specific technical meaning in finance theory. The daily historical volatility of any price series -- whether spot prices or strip prices -- is equal to the standard deviation of ...

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Grains were weaker on Friday but are gaining that ground back to start the first full week of trade in what seems like a ...

"While 2008 and 2020 brought us more volatility, Monday (August 5) was historic in the sense that we’ve never seen the VIX (VIX) move >40 points in one day, not even close," Goldman said.

Everyone is waiting for the next big breakout or breakdown before allocating again. Compressed historical volatility tells us that it’s right around the corner. One of the concerning dynamics in the ...

At the moment, its average implied volatility (IV) comes in at 78.15%. While that’s lower than the historical volatility (HV) of 128.29%, the market still anticipates significant movement for ...

Low 20-day historical volatility and outperformance is bad combination for the SPX The S&P 500 Index (SPX) has been calm lately, as measured by the 20-day historical volatility (HV). The 20-day HV ...