Bitcoin’s 30-day realized volatility has fallen to the 1st percentile of its entire history, a condition that has preceded ...

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 ...

Years before Times Square was swept clean and sanitized you were a regular staple as a “Three Card Monte” dealer. While setting up your cardboard box – giving you the ability to set-up and disappear ...

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 ...

Sometimes referred to as the historical volatility, this term usually used in the context of derivatives. While the implied volatility refers to the market's assessment of future volatility, the ...

XRP's 30-day annualized realized volatility, a measure of how volatile prices have been over the past four weeks, recently dropped to 44%, the lowest since early November, according to data source ...

Craig Anthony, CFA, is the founder and CEO of the Craig Anthony Group LLC. He is also an Investopedia contributor and published author. Dr. JeFreda R. Brown is a financial consultant, Certified ...

The CBOE Volatility Index came on the scene in the 1990s as a way for investors to track expected risk in the market going forward. We found that, on average, the market overestimated volatility by ...

As volatility decreases, these strategies are expected to increase leverage at an accelerating rate. For example, a 1% drop in realized volatility from 10% to 9% would boost leverage by 11% for a 10% ...

Implied volatilities fell across asset classes last week on softer than expected CPI and easing trade tensions. Equity volatility led the way, with the VIX® index down 4.4 pts wk/wk to 16.4%, falling ...