What is historical volatility?Historical Volatility

How violently price has moved, measured by the standard deviation of past returns and usually shown as an annual percentage; it describes the past and doesn't predict direction.

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Volume & Volatility Indicators
Historical Volatility: Volatility Clusters
Turn how spread out the last N days' moves were into an annualized percentage. Calm is often followed by a storm, but it doesn't tell you the direction.

Related terms

standard deviation
annualized volatility
volatility clustering
percentile rank

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