Exchange Currency

future volatility

The standard deviation that is given on an annualized basis with regard to the daily returns that occur at some time in the future. Typically occur at some time between the current period of time and the time of the options expiration.

Related information about future volatility:
  1. Correlation between Historical and Future Volatility « MarketSci Blog
    Apr 9, 2010 ... In this post I want to look at how well different periods of historical volatility are correlated to different periods of future volatility. Put another way ...
     
  2. Forecasting Future Volatility from Option Prices under the Stochastic ...
    Jun 9, 2009 ... The implied volatility from Black and Scholes (1973) model has been empirically tested for the forecasting performance of future volatility and ...
     
  3. FORECASTING VOLATILITY - CiteSeer
    of future volatility. In practice, however, the arbitrage trading that is supposed to force option prices into conformance with the market=s volatility expectations ...
     
  4. * Future Volatility - (Stock market): Definition
    Future Volatility - Topic:Stock market - Online Encyclopedia - What is what? Everything you always wanted to know.
     
  5. Future Volatility for SPY and QQQQ: Monte Carlo vs ... - Quantext
    Executive Summary. A reasonable way to determine an estimate for future volatility in a stock or fund is to look at options prices and back out the implied volatility ...
     
  6. The Predictive Power of Limit Order Book for Future Volatility, Trade ...
    book, will increase their expectation of future volatility and also be less .... Empirical findings regarding the informativeness of the LOB for future volatility, are ...
     
  7. CRB Option Implied Volatility and Futures Historical Volatility
    VOLATILITY: Volatility is one of the most important factors when pricing options -- when volatility is high, options premiums are relatively expensive; when ...
     
  8. A Crystal Ball into Future Volatility - MoneyShow.com
    Oct 23, 2012 ... Bill Luby of VIX and More shares his observations on the VIX and possible explanations for its strange behavior, so far, in 2012.