Secure Workflows: Protecting Data in Global Outsourced Operations
18 DECEMBER 2025
Developing Volatility Inputs for Private and Thinly Traded Companies
What you’ll learn:
- Calculate historical and implied volatility and understand key considerations around lookback periods, return frequency, and outlier treatment
- Distinguish equity volatility from asset volatility and understand the considerations involved in delevering and relevering
- Understand when size-based adjustments may be appropriate when public comparables differ materially in size from the subject company
- Evaluate different approaches to leverage adjustments and the considerations involved in applying them
- Develop clear documentation supporting the methodology, assumptions, and judgments underlying a volatility input
Who should attend:
– Valuation professionals developing volatility inputs for private and thinly traded companies
– Auditors and technical reviewers involved in reviewing valuation reports
– Practitioners at CPA firms and advisory practices delivering business valuation and complex securities work
– Finance and reporting teams responsible for fair value measurements that rely on a volatility assumption
