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VOLATILITY (IN FINANCIAL MARKETS)

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Definition:
Volatility is a measure of the risk or uncertainty faced by participants in financial markets. It can be measured either from the past variation of asset prices.

Source Publication:
OECD Economic Outlook Glossary + staff.science.uva.nl.

Cross References:
ARCH / stochastic volatility models
Historic volatility
Implied volatility

Hyperlink:
http://staff.science.uva.nl/~marvisse/volatility.html

Statistical Theme: Financial statistics

Created on Friday, March 21, 2003

Last updated on Thursday, June 13, 2013