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The unease was reflected in the VIX — a volatility measure sometimes referred to as the "fear index".
One volatility measure, shown in the accompanying charts, is the number of days in which an index closes up or down at least 4percentt.
To get a clean volatility measure the researchers looked at forms of uncertainty that companies cannot control changes in oil prices and exchange rates.
The beta coefficient is simply the volatility measure of a stock, portfolio or the market itself.
Volatility Measure of the magnitude of price or yield changes over a predefined period of time.
SUEscores, which signal potential volatility, measure the deviation of analyst estimates from the mean estimate.
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You can also see the extraordinary volatility measured daily.
All the volatility measures move together countercyclically and help to predict GDP growth.
Volatility measures, especially intra-day variations in share prices, have been hitting new highs.
However, the realized volatility measures based on daily data exhibit lower degree of long-range dependence.
In a new fund, for example, volatility measures like standard deviation and beta can mislead; they don't count for much until measured over a three-year period.
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