Current location - Music Encyclopedia - Chinese History - Can historical volatility and implied volatility be negative?
Can historical volatility and implied volatility be negative?
Of course. Historical volatility is calculated from the yield data, which more reflects the past and present volatility. The implied volatility is calculated from the option data, which more reflects investors' expectations for the future. Usually, the stock return rate is negatively correlated with historical volatility, but the future stock return rate is positively correlated with implied volatility, and both of them may become negative.