Volatility as described here refers to the actual volatility, more specifically:
• actual current volatility of a financial instrument for a specified period (for example 30 days or 90 … 展开

For any fund that evolves randomly with time, volatility is defined as the standard deviation of a sequence of random variables, each of which is the return of the fund over some corresponding sequence of (equally sized) times.
Thus, "annualized" … 展开

Volatility matters to investors for at least eight reasons, several of which are alternative statements of the same feature or are directly consequent … 展开

Although the Black-Scholes equation assumes predictable constant volatility, this is not observed in real markets. Amongst more realistic models are Emanuel Derman and Iraj Kani's and Bruno Dupire's local volatility, Poisson process where … 展开

Much research has been devoted to modeling and forecasting the volatility of financial returns, and yet few theoretical models explain how volatility comes to exist in the first place.
Roll (1984) shows that volatility is affected by market … 展开

Volatility does not measure the direction of price changes, merely their dispersion. This is because when calculating standard deviation (or 展开

Some authors point out that realized volatility and implied volatility are backward and forward looking measures, and do not reflect current volatility. To address that issue an … 展开