See Also: Realized volatility(finance)
Realized volatility(money)
Realized gain(finance)
Realized loss(finance)
Realized yield(finance)
Realized return(finance)
Realized yield(money)
Realized return(money)
Realized compound yield(finance)
Realized compound yield(money)

Realized volatility (money)


Definition: [crh] 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, thDefinition: e realized volatility measures what actually happened in the past. The measurement of the volatility depends on the particular situation. For example, one could calculate the realized volatility for Definition: the equity market in March of 2003 by taking the standard deviation of the daily returns within that month. One could look at the realized volatility between 10:00AM and 11:00AM on June 23, 2003 by cDefinition: alculating the standard deviation of one minute returns.