Volatility
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The X days volatility, measured as the deviation of log returns
180 Day Volatility
VtyDayRet180d
Dimensionless
180 days
60 Day Volatility
VtyDayRet60d
Dimensionless
60 days
30 Day Volatility
VtyDayRet30d
Dimensionless
30 days
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