2024 FEB 06 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- Investigators publish new report on risk management. According to news originating from Hyogo, Japan, by NewsRx ...
The state of realized volatility cooled in recent weeks as investors await the latest rate decision this week by chairman Jerome Powell and the Federal Reserve. Levels in volatility regarding the ...
Implied volatility is at multi-year lows as holiday trading suppresses premiums, but rising realized volatility hints at a ...
This article estimates models of high-frequency index futures returns using "around-the-clock" 5-min returns that incorporate the following key features: multiple persistent stochastic volatility ...
Volatility is a fascinating topic primarily because change is constant, but the rate of change is not. This year has been fraught with adjustments in capital markets. The most significant changes have ...
XRP's 30-day annualized realized volatility, a measure of how volatile prices have been over the past four weeks, recently dropped to 44%, the lowest since early November, according to data source ...
The VIX index was below 9 very briefly after last week's Federal Reserve announcement and has risen to a little over 10 right now - which actually seems expensive relative to realized volatility. I ...
As volatility decreases, these strategies are expected to increase leverage at an accelerating rate. For example, a 1% drop in realized volatility from 10% to 9% would boost leverage by 11% for a 10% ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback