The concept is applicable to individual stocks as well. A stock with high volatility can fluctuate significantly over a certain period of time in either direction, while a stock with low volatility does not fluctuate dramatically over a particular period of time. Traders keep a track of volatility...
but that risk cuts both ways. When investing in a volatile security, the chance for success is increased as much as the risk of failure. For this reason, many traders with a high-risk tolerance look to multiple measures of volatility to help inform their trade ...
The volatility persistence for hedge funds is also significant. In addition, the values of (bS) and (bH) are less than one, a condition necessarily have stable volatility with a long-term impact on market returns. For volatility spillover, we find that the coefficient (δ) is significant ...
Sometimes stocks may have low historical volatility and high implied volatility. For one reason or another, traders in the options market expect it to make a big move in the future. That could be for company-specific reasons, or it may have to do with overall market volatility, which is an...
Market Volatility Volatilityin the market refers to the degree of variation in stock prices over a given period. High volatility means that stock prices can change rapidly and unpredictably, while low volatility indicates more stable prices.
reporters learned from the Ministry of industry and information technology that in 2010, the target task of eliminating backward production capacity in 18 industries has been issued to local governments, and the indicators of major industries have increased substantially compared with the beginning of th...
it has high volatility. But if it the stock's value remains the same over the course of 90 days, it has low volatility. While volatility can make a stock risky, that isn't necessarily the case. In fact, with the right investment strategy, it can make the stock more profitable than it...
However, after accounting for structural breaks in the model, we find strong volatility spillover between the two markets. We compute optimal portfolio weights and dynamic risk minimizing hedge ratios to highlight the significance of our empirical results which underscores the serious consequences of ...
1.22 MICROVISION INCCHANGE 0.03 HIGH1.27LOW1.18DIVIDEND DATE0000-00-00 OPEN1.21CLOSE1.19DIVIDEND AMOUNT0.00 BID0.00ASK0.00YIELD0.00 VOLUME3,336,591SPLIT DATEDATE/TIME:2025-01-14 OPTION VOLUME5017IMPLIED VOLATILITY1.50HISTORICAL VOL0.81 Data used in the screeners below are delayed from December 24, 20...
The purpose of this study is to examine the volatility spillover among a country's foreign exchange, bond and stock markets and the volatility transmission from the global bond, stock and commodity markets to these local financial markets. The sample for the study includes data from both emerging...