impliedvolatilityrealizedvolatility

由 S Yafeng 著作 · 被引用 1 次 — In this study, we compare realized measure and implied volatility for forecasting of the volatility. Firstly, we employ a family of homogenous loss ...

Implied volatility is thus interpreted as the market's volatility forecast, which is then evaluated once an estimate of the actual outcome can be computed.

Implied volatility, often referred to as projected volatility, is simply an estimation of the future volatility of a stock or index, based on option prices.

Implied volatility accounts for expectations for future volatility, which are expressed in options premiums, while historical volatility measures past trading ...

It is the volatility that the buyers and sellers of this particular option expect to be realized in the period from now until the option's expiration. Different ...

由 BJ Christensen 著作 · 1998 · 被引用 1555 次 — More strikingly, implied volatility is more variable than realized volatility in the pre-crash subperiod. This is at odds with the notion that implied ...

2023年6月1日 — “Implied volatility represents the value of volatility of the underlying asset that is factored into the current pricing of an option; and ...