Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

Wall Street worrywarts have gone back into hiding as peace breaks out across markets. Just weeks ago, fears mounted with every speculative swing. Crypto plunged. AI stocks surged, then reversed.

Peter was editor of The Journal of Computational Finance from 2008 to 2013. We have selected the papers in these two issues, contributed by his friends and colleagues worldwide, to reflect both the ...

Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

The rising volatility suggests a potential return to levels seen before the launch of BTC exchange-traded funds, which dampened volatility. Bitcoin’s (BTC) price volatility has surged over the last ...

Volatility in the bond market has plunged ahead of the Federal Reserve’s policy decision on Wednesday, with investors expecting the Fed to announce another interest-rate cut and then continue down the ...

Bitcoin’s BTC $91,638.77 key volatility index remains elevated even as the S&P 500 VIX index, Wall Street's primary fear gauge, has eased from its surge following the Oct. 10 market shakeup. Observers ...

Oct 15 (Reuters) - Volatility Shares, an issuer of exchange-traded funds, filed on Wednesday to launch a total of 27 highly leveraged ETFs, including the first-ever proposed 5x ETF for the U.S. market ...

Research dating back to 1972 has persistently found that low-volatility (or low beta) stocks have systematically provided higher risk-adjusted returns than high-risk stocks. Today, many leading equity ...

Stochastic oscillator measures stock momentum, aiding buy or sell decisions. It ranges 0-100; over 80 suggests overbought, below 20 indicates oversold. Use alongside other indicators to enhance ...

When private equity firms present their track records to investors, the charts often look too good to be true—higher returns with lower volatility than public markets. As it turns out, they often are ...

The Bitcoin Implied Volatility Index has fallen to its lowest level since September 2023, hinting at a potential breakout. The short-term holder realized cap drawdown is at -8%, which is historically ...