# Questions tagged [volatility]

A measure of the variation in price over time. Also a measure of the risk of a financial instrument.

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### About BDP formula on getting Volatility of stocks from Bloomberg

I have tried VOLATILITY_90D to get the VOLATILITY of stocks from Bloomberg in excel. However, I found that I cannot get the VOLATILITY of some Stocks,such as 330 HK, 3800 HK. Could anyone help me to ...
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### VIX vs historical volatility

I'm relatively new to this field and would like to ask a couple of questions. I'm doing some analysis and I would like to compare/plot VIX vs historical volatility of SPX. I have daily VIX and SPX ...
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### How are the call and put slopes in the SVI-JW parametrization derived?

In the SVI-JW parametrization, we have $$w(k; a, b, \rho, m, \sigma) = a + b \left [ \rho(k-m) + \sqrt{(k-m)^{2} + \sigma^{2}} \right ]$$ Which gives us  \begin{align*} \sigma_{BS}(k) &= \frac{...
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### comparing volatility and correlation over time

I'm trying to figure out if some emerging markets change over time. First of all I am going to check for changes in volatility. What would be a good method to do this. And do you suggest comparing ...
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### Which delta-neutral construction method to pick? [closed]

There seem to be at least two methods that I know of: Classic buy option, sell underlying (or the reverse). Buy call and put (or the reverse). ... (I imagine there are others as well) In the context ...
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### What is volatility trading? [closed]

I have heard that there are ways that one can trade volatility with options. What option strategies can be used to do so? Are the other ways to trade volatility besides with options? If so, what ...
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Does the volatility of a Currency Pair depend on the currency in which the premium is paid? For example- will the Volatility of USDJPY change if the premium is paid in USD instead of JPY. Is there any ...
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### how to interpret the results of a GARCH model fit R/python

I have got the following output from a gjrGARCH model, and I need help to interpret it in order to decide whether it is already a good model and proceed with the forecast. ...
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### What's the difference between ATM Vol vs ATMF Vol?

May I ask what's the difference between At-the-money volatility vs At-the-money foward Vol?
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### Price of Call & Put Spreads as Volatility Tends to Infinity in Bachelier Model

In the standard Black Scholes model, as we take volatility to infinity, the price of call spreads goes to zero and the price of put spreads goes to the difference in strikes. I ran a simulation using ...
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### Implied Volatility from Heston Model

When one construct surface for Implied volatilities using Heston model from different Strike prices and Maturities, we get a surface where long dated volatilities ...
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### Volatility differences

To discover trading prices of high volatility, I measure the standard deviation of two currency pairs using a simple example: ...
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### “ugarch” roll from “rugarch” not working in source()

I have an automatic rolling GARCH forecast using the rugarch package in R. It is stored in a file GARCH.R. When I try to run the code using source('GARCH.R'), I get ...