Definition, Examples & Resources:Historical Volatility'
However you use the measure, it is important to remember that historic volatility is constantly changing and is not always a good prediction of future volatility. For example, a stock may have just come out of an earnings announcement and therefore reports high historic volatility but is now in consolidation and may trend fairly neutral for some time.
Historic Volatility can be found on the Strategy Tree Builder page within the Brutus Options Ranker under the Criteria List and the Volatility Panel
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