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expected volatility

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forecast volatility

Overview page. Subjects: Economics.

The expected volatility over the life of a transaction, determined by forecasting methods (cf. implied volatility).

See overview in Oxford Index

historical volatility

Overview page. Subjects: Economics.

The volatility of a time series of asset prices based on historical prices or rates. Volatility is one of the pricing variables used in option pricing models in order to ...

See overview in Oxford Index