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 major concern. See volatile.
References in periodicals archive ?
Except that, the historical volatility and implied volatility of currencies come from the BSG should be obtained as well.
Contracts: To calculate the same contracts in different constrictions by historical volatility and implied volatility at the same time.
This section offers a computation of the implied volatilities from near-the-money options (options in which the strike price is as close as possible to the price of the underlying asset) on the S&P 500 and a simple but frequently used measure of historical volatility for each trading day over a six-year horizon, 1990 through 1995.
This table demonstrates that the implied volatility from near-the-money S&P 500 index options tends to be above (on average, 3 percent) the measure of historical volatility frequently used in practice.
2] The historical volatility series of the returns was obtained from the future returns for a previous period of 60 days.
Due to restrictions in the available computer packages that deal with long series of data, this section will illustrate the application of the classic methodology to modeling future volatility and implied and historical volatility from November 7, 1994 to September 27, 1995 (with 200 observations).

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