Need help?

We are ready to assist you. Get in touch with your local Saxo office, by locating their details on our contact page.

Contact Us

K

Kurtosis

A statistical measure used to describe the distribution of observed data around the average or mean.

It is sometimes described as the volatility of volatility.

A high kurtosis portrays a chart with fat tails and a low, even distribution, whereas a low kurtosis portrays a chart with skinny tails and a distribution concentrated toward the mean.