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HISTORIC VOLATILITY

Statistics Directorate    
Definition:
Historic volatility is the standard deviation of financial returns on an asset computed over a window of a pre-specified number of past trading dates.

Source Publication:
OECD Economic Outlook Glossary + investopedia.com.

Hyperlink:
http://www.investopedia.com/terms/h/historicalvolatility.asp

Statistical Theme: Financial statistics

Created on Friday, March 21, 2003

Last updated on Thursday, June 13, 2013