Historical volatility is a different figure from implied volatility, which is backed out from option market prices. It is used to estimate future volatility from past volatility.
Historical volatility
- Japanese
- ヒストリカル・ボラティリティ
- Also known as
- HV
- Last reviewed
- September 25, 2026
This is a draft, shown for review before publication.
Historical volatility is the volatility calculated from how the underlying asset's price moved over a fixed past period. It is the standard deviation of the percentage change in price for each business day, converted to an annual figure.