EWMA volatility vs simple volatility
How does weighting recent moves more heavily change the risk estimate?
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샘플 JSON
사양 JSON
샘플 기준일
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 15.55 %
- Period average
- 32.37 %
- Period high
- 53.8 %
- Period low
- 10.28 %
EWMA volatility vs simple volatility
Annualized volatility (%) (선)
Valid sample size (observations)
Valid sample size (observations) (막대)
Event detail and data date
Annualized volatility (%) and Valid sample size (observations) (표)
샘플 데이터 행
| Trading day/observation period | Annualized volatility (%) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 44.75 | 16 | 2025-10-16 |
| 2025-11-03 | 53.8 | 25 | 2025-11-03 |
| 2025-11-17 | 41.21 | 29 | 2025-11-17 |
| 2025-12-03 | 31.33 | 19 | 2025-12-03 |
| 2025-12-19 | 37.85 | 38 | 2025-12-19 |
| 2026-01-02 | 40.04 | 4 | 2026-01-02 |
| 2026-01-20 | 29.32 | 18 | 2026-01-20 |
| 2026-02-05 | 34.56 | 6 | 2026-02-05 |
| 2026-02-23 | 22.27 | 39 | 2026-02-23 |
| 2026-03-09 | 16.48 | 120 | 2026-03-09 |
| 2026-03-25 | 16.02 | 43 | 2026-03-25 |
| 2026-04-10 | 30.39 | 7 | 2026-04-10 |
| 2026-04-24 | 35.97 | 33 | 2026-04-24 |
| 2026-05-12 | 46.74 | 8 | 2026-05-12 |
| 2026-05-28 | 42.11 | 50 | 2026-05-28 |
| 2026-06-11 | 19.16 | 29 | 2026-06-11 |
| 2026-06-29 | 14.25 | 35 | 2026-06-29 |
| 2026-07-15 | 19.45 | 17 | 2026-07-15 |
| 2026-07-31 | 44.16 | 23 | 2026-07-31 |
| 2026-08-14 | 42.72 | 25 | 2026-08-14 |
| 2026-09-01 | 46.16 | 60 | 2026-09-01 |
| 2026-09-17 | 31.64 | 49 | 2026-09-17 |
| 2026-10-01 | 10.28 | 11 | 2026-10-01 |
| 2026-10-16 | 15.55 | 24 | 2026-10-16 |