File:BTCvolatility.svg
Original file (SVG file, nominally 567 × 319 pixels, file size: 57 KB)
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Summary
[edit]DescriptionBTCvolatility.svg |
English: Annual volatility of BTC |
Date | |
Source | Own work |
Author | Ladislav Mecir |
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Updated data up to 6 October 2021.
blockchain.com only provides data for 1 in 3 days. That is less than the 252 or 261 samples per year used on volatility calculation for the stock market. This is why I have used a different data source (bitcoinvisuals.com). Lack of precision of no more than one cent of a dollar on low prices around year 2010 accounts for a significant part of the lack of precision on the volatility at the left side of the chart. Thus volatility in early 2011 is not accurate.
I provide line chart of EWMA volatility, one price sample per day for 365 contiguous days, λ with value 0.94, divided by 261 days (as it is typical in stock market calculations).
Volatility formula on chart:
Newer versions of this file with a different license can be found here:
File history
Click on a date/time to view the file as it appeared at that time.
Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 21:36, 9 January 2023 | 567 × 319 (57 KB) | FrankAndProust (talk | contribs) | Added data up to 4 January 2023 | |
21:31, 8 October 2022 | 567 × 319 (55 KB) | FrankAndProust (talk | contribs) | Added data up to 6 October 2022 | ||
21:45, 17 June 2022 | 567 × 319 (53 KB) | FrankAndProust (talk | contribs) | Added data up to 15 June 2022 | ||
22:52, 8 February 2022 | 567 × 319 (53 KB) | FrankAndProust (talk | contribs) | Updated data up to 6 February 2022 | ||
17:35, 8 October 2021 | 567 × 319 (52 KB) | FrankAndProust (talk | contribs) | Updated data up to 6 October 2021. blockchain.com only provides data for 1 in 3 days. That is less than the 252 or 261 samples per year used on volatility calculation for the stock market. This is why I have used a different data source. Lack of precision of no more than one cent of a dollar on low prices around year 2010 accounts for a significant part of the lack of precision on the volatility at the left side of the chart. Thus volatility in early 2011 is not accurate. I provide line char... | ||
12:43, 23 January 2020 | 567 × 319 (38 KB) | Ladislav Mecir (talk | contribs) | Add data up to 15 January 2020 | ||
11:22, 1 November 2019 | 567 × 319 (24 KB) | Ladislav Mecir (talk | contribs) | Add vertical grid, adjust maximum of the horizontal axis, add data up to 31 October 2019. | ||
15:58, 16 October 2019 | 567 × 319 (24 KB) | Ladislav Mecir (talk | contribs) | User created page with UploadWizard |
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Width | 160mm |
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Height | 90mm |