Volatility

Contents

• Volatility, daily returns

X Day Volatility

Definition

The X days volatility, measured as the deviation of log returns

Name	MetricID	Unit	Interval
180 Day Volatility	VtyDayRet180d	Dimensionless	180 days
60 Day Volatility	VtyDayRet60d	Dimensionless	60 days
30 Day Volatility	VtyDayRet30d	Dimensionless	30 days

Details

• Computed as the standard deviation of the daily natural log returns over X days.

Release History

• Released in the 1.0 release of NDP

Availability for Assets

Embedded content

API Endpoints

Exhange Deposits metrics can be accessed using these endpoints:

• timeseries/asset-metrics

and by passing in the metric ID's VtyDayRet* in the metrics parameter.

GET undefined/timeseries/asset-metrics

Shell

curl --compressed "https://api.coinmetrics.io/v4/timeseries/asset-metrics?metrics=VtyDayRet180d&assets=btc&pretty=true&api_key=<your_key>"

Python

import requests
response = requests.get('https://api.coinmetrics.io/v4/timeseries/asset-metrics?metrics=VtyDayRet180d&assets=btc&pretty=true&api_key=<your_key>').json()
print(response)

Python Client

from coinmetrics.api_client import CoinMetricsClient

api_key = "<API_KEY>"
client = CoinMetricsClient(api_key)

print(
    client.get_asset_metrics(
        metrics="VtyDayRet180d", 
        assets="btc",
    ).to_dataframe()
)