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
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