Volatility
Last updated
Last updated
The X days volatility, measured as the deviation of log returns
Name | MetricID | Unit | Interval |
---|---|---|---|
Computed as the standard deviation of the daily natural log returns over X days.
Released in the 1.0 release of NDP
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
180 Day Volatility
VtyDayRet180d
Dimensionless
180 days
60 Day Volatility
VtyDayRet60d
Dimensionless
60 days
30 Day Volatility
VtyDayRet30d
Dimensionless
30 days