Is Volatility Variance or Standard Deviation?

Volatility is Usually Standard Deviation, Not Variance

In finance, volatility is usually understood as standard deviation.

Of course, variance and standard deviation are very closely related (standard deviation is the square root of variance), but the common interpretation of volatility is standard deviation of returns, and not variance.

Here you can find more details:

Is Volatility and Standard Deviation the Same?

Variance vs. Standard Deviation

For more information about the difference between variance and standard deviation and for step-by-step calculation of both, see:

Calculating Variance and Standard Deviation in 4 Easy Steps


Related pages


contango curvevxv indexexcel 95 percentilestatistics kurtosisdefine squaringetc etfstrike price exercise priceavco accountingannualize daily returnssd formula in exceloptions probability calculatorskewness coefficienttypes of kurtosisexcel sample meancalculating sample size in exceloversold overboughtrange standard deviation calculatorfifo accounting calculatorrsi stock marketaverage roi on stocksblack scholes paperintrinsic value of put option formulacontango vixoption greek definitionsblack schole formulavariance formula finances&p 500 vixskew calculationmacd divergence strategyhow to find the sample variance in statisticsskew formuladow jones highest ever closingmean variance and standard deviation formulacboe calculatorinterpretation of sharpe ratiocalculate median on excelmoneyness optionfutures contangoweighted average method calculatorcot cftcoption trading greek symbolsexcel probability formulasleveraged etfs listcalculate realized volatilityrsi indicator pdfrho optionsoption pricing greeksweighted average cost inventory methodcboe vix settlementhow do you calculate standard deviation on excelcboe historical datamerits and demerits of arithmetic meanrelative deviation calculatorcalculator with negative signsinvest in vixweighted average return formularsi meaningcalculating the sample variancearithmetic average return formulablack scholes model definitionproshares inverse etffat tails kurtosiscalculating mean in excelhow to calculate standard deviation using a calculatorsp vixfifo accounting calculatorblack scholes option pricing model excelexcel formulas standard deviationwhat is sharpe ratio with examplesum of squares calculatorhedge fund fundamentalsyahoo stock futuresoversold overbought indicatorsvix historical chartbull call spread payoff diagramsma calculatorblack scholes fx optionpayoff of call optionvix vs vxxsample variance excel formulasvxy prospectusvix sp500