Annualized volatility is calculated as standard deviation times square root of periods. High annualized volatility indicates greater price variability and potential risk. Investors use annualized ...

The main contribution of this paper is to propose a bootstrap method for inference on integrated volatility based on the pre-averaging approach, where the pre-averaging is done over all possible ...

Volatility is troublesome for many investors. Value changes in your stocks, your portfolio, or an index can keep you up at night -- or worse, push you to make emotional decisions you later regret.

Without price volatility, there is no market -- i.e., prices are static. Volatility is a key characteristic of asset markets (stocks, bonds, commodities, etc), and even more so of derivatives markets ...

The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...