Volatilitetsbedömning
Volatilitetsbedömning is a Swedish term that translates to volatility assessment or volatility estimation. It refers to the process of determining the degree of variation in trading price of a financial instrument over time. This assessment is crucial for investors, traders, and risk managers in the financial markets.
The core concept behind volatility assessment is to quantify the uncertainty or risk associated with an asset's
Various statistical methods are employed for volatilitetsbedömning. Common measures include historical volatility, which calculates the standard
The outcome of a volatilitetsbedömning can influence asset allocation, portfolio construction, and the setting of stop-loss