volatility


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volatility

[‚väl·ə′til·əd·ē]
(thermodynamics)
The quality of having a low boiling point or subliming temperature at ordinary pressure or, equivalently, of having a high vapor pressure at ordinary temperatures.

Volatility

 

the property of liquid and solid substances of passing into the gaseous state. Volatility is measured by the concentration of saturated vapor for a substance at a particular temperature; it is expressed in milligrams per cu m or milligrams per liter and is calculated using the equation of state for ideal gases. The volatility of a substance increases with increasing temperature because of an increase in its saturated vapor pressure. In thermodynamics, “volatility” is also used in place of “fugacity.”

volatility

Volatility generally refers to a situation that is constantly changing, such as startups, mergers, acquisitions and failures in the tech world. Stock market volatility refers to the index constantly rising and falling. In all cases, the rate of volatility or the change in volatility are of concern to interested parties. See volatile.
References in periodicals archive ?
Clearly, there are different possible channels through which volatility may affect growth, some with positive and some with negative predicted relationships.
While the preceding theoretical discussion is obviously far from complete, the point is to illustrate that theory alone cannot settle the debate over the relationship between volatility and growth.
CBOE, Chicago Board Options Exchange, CFE, FLEX, LEAPS, CBOE Volatility Index and VIX are registered trademarks, and BuyWrite(SM), BXM(SM), Execute Success(SM), SPX(SM), The Options Institute(SM) and VXST(SM) are service marks of Chicago Board Options Exchange, Incorporated (CBOE).
1987, page 27) note that the negative relation in regression (1) can be explained as follows: If the excess market return is positively related to expected volatility and volatility is highly persistent, then a positive unexpected change in volatility (and an upward revision in predicted volatility) increases future expected risk premiums and lowers.
There is a large strand of that explores the predictive abilities of historical and implied volatility, and proposes how historical and implied volatility can be used in dynamic asset allocation.
The type of control was previously available to only large institutions in the often opaque and unregulated over-the-counter volatility swaps market.
Thus, to a certain extent market volatility is unavoidable, even desirable, as the stock price fluctuation indicates changing values across economic activities and it facilitates better resource allocation.
The chart at left shows the similar pattern followed by the volatility of nonfarm payroll employment growth.
The paper finds very strong evidence for the influence of volatility on an SOE.
After the CBOE introduced the S&P100 Index options in 1983, Cox and Rubinstein (1985) proposed to create a market implied volatility index by averaging near-the-money call options to obtain an at-the-money index with a constant time to maturity.
The Wall Street Challenger, LLC presents two enhanced systematic volatility trading strategies that benefit from rapid price movements: Increased Volatility Targeted Strategy (IVTS) and Geared Increased Volatility Strategy (GIVS).
The Intraday Volatility Forecast will be disseminated via the data feeds CEF Core and CEF ultra+ Eurex as well as via the Eurex infrastructure.