历史波动率Historical VolatilityHV
Historical Volatility历史波动率
技术指标Stock TechnicalP2 Volatility适用:美股Applies to: US stocks
定义Definition
Annualized volatility based on historical returns.
计算公式Formula
r=ln(C/Cₚᵣₑᵥ), HV=Std(r,n)×√252
解读要点How to read it
Compared with implied volatility (IV) to judge whether options are cheap or expensive.
输入Inputsclose输出Outputoverlay/volatility
数据来源:C。Data source: C. 公开知识,不构成投资建议。Public knowledge, not investment advice.
在热门美股上查看历史波动率的实时计算值 →See Historical Volatility computed live on popular US stocks →
相关指标Related indicators
参考元数据 —— 公开、通用的指标定义。非投资建议。Reference metadata — public, well-known indicator definitions. Not investment advice.