Annualised Volatility definition
Annualised Volatility means, in relation to a Selection Pool Index and an Index Selection Date, the level calculated by the Index Sponsor (expressed as a percentage) determined in accordance with the formula below:
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Related to Annualised Volatility
Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time.
S&P Volatility Factor means 277% or such other potential dividend rate increase factor as S&P advises the Corporation in writing is applicable.
Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction.
Baseline Period means the period used to determine the baseline emission rate for each regulated pollutant under OAR 340 division 222.
Dilution Volatility Component means, at any time, the product (expressed as a percentage) of (i) the difference between (a) the highest three-month rolling average Dilution Ratio over the 12-month period then most recently ended and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition.