Historical Volatility

Description

Historical Volatility allows you to choose a cryptocurrency symbol on any supported exchange, date range, volatility you're looking for, and the days you want calculated into the volatility to show:

  • Date - starting from beginning to end of chosen date range

  • Volatility - range of change in price of a security

Volatility is the measure of the change in price over a period of time for a symbol. It is a measure of the fluctuation in the price of an asset over a given period of time. The past price volatility of a particular crypto is calculated by taking the standard deviation of the natural logarithm of the cryptocurrency's price over a specific time period, and then annualizing the result by multiplying it by the square root of the number of trading days in a year.

It can be a useful tool as it provides an indication of how much the price of a cryptocurrency has fluctuated in the past and how much it might be expected to fluctuate in the future. You can use historical volatility to help gauge the risk associated with holding a particular crypto.

End Point

Example

Use Cases:

View and analyze historical and current volatility of a security. Enter custom inputs to modify volatility calculation to meet your requirements.

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