Standard Deviation of Changes in Futures Price in Financial Formulas

Standard Deviation of Changes in Futures Price measures the variability or dispersion of price movements over time for a futures contract, reflecting the degree of market volatility. And is denoted by σ_f.

Financial formulas that make use of Standard Deviation of Changes in Futures Price

fxOptimal Hedge RatioGo

FAQ

What is the Standard Deviation of Changes in Futures Price?

Standard Deviation of Changes in Futures Price measures the variability or dispersion of price movements over time for a futures contract, reflecting the degree of market volatility.

Can the Standard Deviation of Changes in Futures Price be negative?

{YesorNo}, the Standard Deviation of Changes in Futures Price, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

Let Others Know

✖

Facebook

Twitter

Copied!