Compare how volatile coins have been, and the chance they turn highly volatile next.
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#
Coin
Volatility (annualized)
Per candle
Price change
Current state
Chance next window is high
Candles
Volatility over time
All estimators per coin
Coin
Close-to-close
Parkinson
Rogers-Satchell
Yang-Zhang
Missing candles
Source
How these numbers are calculated
Volatility uses log prices and the full candle (open, high, low, close). For 1h, 4h and 1d candles it uses the Yang-Zhang estimator; for 1m, 5m and 15m it uses Rogers-Satchell. Values are annualized on a 365-day year because crypto trades every day.
± range is an approximate 95% interval, σ × (1 ± 1.96/√(2n)). Short periods give wide ranges.
Current state compares the latest window with every window in your selected period: Calm (bottom 40%), Normal, or High (top 20%).
Chance next window is high counts, across your selected period, how often a window like the current one was followed by a top-20% window. It relies on volatility clustering. With no clustering it would be about 20%. It is an early, uncalibrated estimate: longer periods give better estimates.
This is a statistical description of past prices, not financial advice.