Realized variance
id:
realized-variance-310-16638155
title:
Realized variance
text:
Realized variance or realised variance is the sum of squared returns. For instance the RV can be the sum of squared daily returns for a particular month, which would yield a measure of price variation over this month. More commonly, the realized variance is computed as the sum of squared intraday returns for a particular day. The realized variance is useful because it provides a relatively accurate measure of volatility
which is useful for many purposes, including volatility forecasting and fore
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Realized_variance
date created:
date modified:
2023-12-03T18:18:05Z
main entity:
{"identifier":"Q7301291","url":"https://www.wikidata.org/entity/Q7301291"}
image:
fields total:
13
integrity:
13