BandwidthVolatility Extremes by Barbara Star, Ph.D.
ARTICLE SYNOPSIS ...Stocks & Commodities V. 24:13 (50-57): Bandwidth Volatility Extremes by Barbara Star, Ph.D.
Knowing when volatility has reached extremes could work in your favor.
Volatility refers to the range or spread between high and low prices over a given time, be it intraday, daily, or
weekly. When price consolidates or moves sideways, the price range is small and volatility is low. However, when the price range expands or prices rise and fall sharply over short periods of time, volatility is high.
Volatility shifts from low to high and high to low as price grows, slows, or changes direction. Knowing ...