Cryptocurrency Price Volatility Analyzer
Instructions:
- Enter the name or symbol of the cryptocurrency.
- Paste historical price data as comma-separated values (e.g.,
100.50,101.20,100.80,...
). These should be sequential closing prices (e.g., daily, weekly, or monthly). - Select the periodicity of your price data. This is crucial for annualizing the volatility correctly.
- You need at least 3 price points to calculate volatility (which yields 2 return data points).
Input Data
Volatility Analysis Results
Asset Name:
Number of Price Data Points:
Number of Calculated Returns:
Data Periodicity:
Standard Deviation of Periodic Log Returns:
Annualized Historical Volatility:
Note: Historical Volatility measures the degree of price variation over time, calculated here as the annualized standard deviation of logarithmic returns.
- A higher volatility percentage indicates larger and/or more frequent price swings, implying higher risk and potential for larger gains or losses.
- A lower volatility percentage suggests more price stability.