What is Volatility?
How much a price swings, usually annualised from recent returns; the core input to any range.
Volatility is the standard deviation of returns. Annualised, it tells you what a normal year's move looks like: 60% means a typical year is a big swing in either direction.
It is the raw material of a forecast range. Wider volatility means wider low-to-high bands for the same horizon, whatever direction the model leans.
How our model uses it
Ranges come from volatility-scaled quantiles, and 30-day volatility is the largest risk-score weight at 0.35.
Volatility right now
Read from the same stored technicals the coin page shows, so the two cannot disagree.
Related terms
- DrawdownBasics
The fall from a previous peak to the current low; max drawdown is the worst one on record.
- Risk scoreOur model
A 0–100 blend of volatility, liquidity, size, drawdown, exchange count and age.
- Average True Range (ATR)Technical analysis
The average size of a period's full range, used to size stops and compare volatility.