Tag Archives: Volatility surface

Weighted Historical Volatility

Weighted Historical Volatility

Weighted Historical Volatility

June 5th, 2014 Historical Volatility describes the magnitude of price changes and uses the resulting stats to forecast the probability of specific price changes tomorrow (in the future).  Weighted Historical Volatility uses a similar approach but makes analyzing the past more flexible and perhaps more useful for your needs. Historical Volatility Historical volatility can be

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