Volatilidade Histórica
- Created by
- Renato Passos, Eng. de Software
- Reviewed by
- Renato Passos, Eng. de Software
Last updated: Apr 18, 2026
Formula
vol histórica
About this calculator
Historical Volatility is an important measure in statistics to evaluate the volatility of a time series. It is calculated based on the formula: σ = √(Σ(rᵢ − r̄)²/(n−1)), where σ is the standard deviation, rᵢ are the returns of days i, r̄ is the mean of returns and n is the number of days. This measure is essential to understand the risk associated with a portfolio of investments or to evaluate the stability of a market.
Historical Volatility is used in various fields, including finance, econometrics and engineering. It is particularly useful to identify periods of high or low volatility, which can influence investment decisions. Additionally, Historical Volatility can be used to compare the volatility of different assets or markets.
It is essential to note that Historical Volatility is not a prediction of the future and should not be used as a basis for making investment decisions. It is a useful tool to understand the past and make informed decisions, but it is not a guarantee of future results.
Frequently asked questions
What is Historical Volatility?
Historical Volatility is a measure that evaluates the volatility of a time series. It is calculated based on the formula: σ = √(Σ(rᵢ − r̄)²/(n−1)), where σ is the standard deviation, rᵢ are the returns of days i, r̄ is the mean of returns and n is the number of days.
What is the purpose of Historical Volatility?
Historical Volatility is used to understand the volatility of a time series and identify periods of high or low volatility. It is particularly useful for making investment decisions and evaluating the stability of a market.
How is Historical Volatility calculated?
Historical Volatility can be calculated using the formula: σ = √(Σ(rᵢ − r̄)²/(n−1)), where σ is the standard deviation, rᵢ are the returns of days i, r̄ is the mean of returns and n is the number of days.
What is important to remember when using Historical Volatility?
It is essential to remember that Historical Volatility is not a prediction of the future and should not be used as a basis for making investment decisions. It is a useful tool to understand the past and make informed decisions, but it is not a guarantee of future results.