Learn how excluding volatile items in financial and economic data improves long-term trend analysis. Discover examples in corporate earnings and economic indices.
Volatility refers to the degree of variation in the price or value of an asset, security, or market over a specific period, typically measured by the standard deviation or variance of returns. It ...
Financial word of the day: Heteroscedasticity describes a situation where risk (variance) changes with the level of a ...
A version of this article was published in the February 2019 issue of Morningstar ETFInvestor. Download a complimentary copy of Morningstar ETFInvestor by visiting the website. Momentum and low ...
In Know Your Options, I tend to mention Implied Volatility quite often. I’m sure most readers already understand the general idea that options with high IVs are expensive and options with low IVs are ...