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Volatility vs Covolatility - What's the difference?

volatility | covolatility |

As nouns the difference between volatility and covolatility

is that volatility is the state of being volatile while covolatility is (economics) the related volatility of two or more financial instruments.

volatility

English

Noun

(wikipedia volatility) (-)
  • The state of being volatile
  • # The state of having a low boiling point and evaporating readily
  • # (computing) The state of not retaining data in the absence of power
  • # The state of being able to fly
  • # The state of being unpredictable
  • # (Financial markets'', ''countable , plural volatilities ) A quantification of the degree of uncertainty about the future price of a commodity, share, or other financial product

    • covolatility

    English

    Noun

    (covolatilities)
  • (economics) The related volatility of two or more financial instruments