volatility


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volatility

A measure of the ease with which a substance forms a vapor at ordinary temperatures. See Vapor pressure.
References in periodicals archive ?
We also take into account the analysis of asymmetric volatility influence.
The volatility persistence in all the variables is confirmed although the likewise results are not apparent in specific periods before and after the crisis.
The share of news stories about market volatility that fell into each category fluctuated over time.
The "financial crisis" EMV tracker has registered consistently higher volatility in the years since the 2008-e09 meltdown, but it also reacted strongly to earlier crises such as those involving the Mexican peso in 1994 and the Russian and Asian financial crises in 1997-98.
Analysts expect the volatility to linger for a few more months.
"More broadly, we are entering a new volatility regime.
As noted by Isard (2007) that the focus on the REER index instead of just using the nominal or real exchange rate recognizes the fact that each country has its multiple trading partners and hence, we consider it to be a more consistent measure for analyzing the volatility of the exchange rate and its impact on export flows of the Egyptian economy.
Previous studies in the literature have either used the variance and/or standard deviation of the real exchange rate to measure its volatility or resort to employing GARCH family models to achieve the same purpose.
Worse still, large group of market participants often share similar pattern of behavior and tend to move in the same direction causing persistence price deviation that poses volatility or risky environment.
This assertion of high volatility and gyration (fluctuations) of stock prices calls for empirical investigation and has therefore incited this study.
Empirical relationship between macroeconomic factors and stock return volatility
for (S, t) [member of] [R.sup.+] x[0, T), where u(S, t) is the option value of the underlying price S and time t, [sigma](t) is the volatility function of time t, and r is the riskless interest rate.