The X days volatility, measured as the deviation of log returns
| ID | Category | Subcategory | Type | Unit | Interval |
|---|---|---|---|---|---|
| VtyDayRet180d | Market | Returns | Ratio | Dimensionless | 180 days |
| VtyDayRet30d | Market | Returns | Ratio | Dimensionless | 30 days |
| VtyDayRet60d | Market | Returns | Ratio | Dimensionless | 60 days |
Computed as the standard deviation of the daily natural log returns over X days.
Released in the 1.0 release of NDP