Volatility

Contents

X Day Volatility

Definition

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

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

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

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

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