Word.ws English Dictionary

volatility clustering

volatility clustering noun: a phenomenon of great swings in an index being adjacent to others instead of their having random distribution.

Noun

volatility clustering (countable and uncountable, plural volatility clusterings)

  1. (quantitative analysis) A phenomenon of great swings in an index being adjacent to others instead of their having random distribution.
    • Figure 3 shows the volatility clustering for oil, gold, and the five developing bond market return series in the period between 2008 and 2022. Regarding the magnitude of volatility clustering, China, India, Russia, and especially oil, appear more volatile than other markets and volatility clusters...2018 August 11, Kirkpinar Ayşegül, Evrim Mandaci Pınar, “A volatility spillover analysis between bond and commodity markets as an indicator for global liquidity risk”, in Panoeconomicus, volume 70...
    • Both ARCH and GARCH models have proven successful in modelling real data in a variety of applications and can explain volatility clustering phenomena. […] The most commonly used models, namely the autoregressive conditional heteroscedasticity (ARCH) model and its generalisation and the generalised...2022 July 22, Lavanya Balaji, H. B. Anita & Balaji Ashok Kumar, “Volatility Clustering in Nifty Energy Index Using GARCH Model”, in Intelligent Communication Technologies and Virtual Mobile Networks....

Forms of volatility clustering

pluralvolatility clusterings

Questions about volatility clustering

What does volatility clustering mean?
Volatility clustering means a phenomenon of great swings in an index being adjacent to others instead of their having random distribution.
What part of speech is volatility clustering?
Volatility clustering is a noun.
What is the plural of volatility clustering?
The plural of volatility clustering is volatility clusterings.

Words near volatility clustering in the dictionary

  1. volatility buffer
  2. volatility buffers
  3. volatility circuit breaker
  4. volatility circuit breakers
  5. volatility cluster
  6. volatility clustering
  7. volatility clusterings
  8. volatility clusters
  9. volatility decay
  10. volatility decays
  11. volatility drag

Source and license

Adapted from Wiktionary: volatility clustering (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

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