Price volatility refers to fluctuations in the value of a financial instrument, such as stocks, commodities, or crypto currencies, over a specific period. It measures the rate of change in price, usually expressed as a percentage.
Types of price volatility:
1. Historical volatility: Based on past price movements.
2. Implied volatility: Expected future volatility, derived from option prices.
3. Realized volatility: Actual price movements over a specific period.
Causes of price volatility:
1. Supply and demand imbalances
2. Economic indicators (e.g., inflation, GDP)
3. Political events and uncertainty
4. Global events (e.g., pandemics, natural disasters)
5. Market sentiment and investor behavior
Effects of price volatility:
1. Risk management challenges
2. Investment strategy impacts
3. Trading decisions
4. Portfolio diversification
5. Market stability