volatility
Sign in to savethe degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns
~17 min read
Encyclopedic overview
CBOE Volatility Index (VIX) from December 1985 to May 2012 (daily closings)
In finance, volatility (usually denoted by "σ") is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns.
Excerpted from Wikipedia’s “volatility” article, available under the CC BY-SA 4.0 licence.