VVOL

(redirected from Volatility of Volatility)
AcronymDefinition
VVOLVirtual Volume
VVOLVolatility of Volatility
References in periodicals archive ?
In fact volatility is more variable than underlying prices: The volatility of volatility is more volatile than plain volatility itself.
(Buying a VIX option, though, is essentially betting on the volatility of volatility.)
The magnitude of moments varies considerably, with, for example, the mean spanning from 1.81 to 5.03 for the United States, whereas its standard deviation, the volatility of volatility measure, exhibits a scale between 0.18 and 0.70.