Historical volatility
The degree of movement in a market over a past time period, typically 100 days. It is normally expressed as an annualized percentage. A 100-day historical volatility of 32%, for instance, means that over the last 100 days the market has fluctuated in such a way that it would be expected to fluctuate about 32% in a year's time. If the market is currently priced at exactly 100, one would expect to see values between 68 (100-32% of 100) and 132 (100+ 32% of 100).PREMIER SPONSORED LINKS
