Calculate percentage changes ... of a constant statistical distribution of returns. While performing historical volatility calculations helps construct a view of an asset's behavior, investors ...

Historical volatility (HV) is a backward-looking metric that measures how much movement a stock has experienced over a set time frame. While there are several different methods by which HV can be ...

The daily historical volatility of any price series -- whether spot prices or strip prices -- is equal to the standard deviation of daily returns. (You could also calculate the monthly volatility ...