Monthly (30-day) Volatility
This metric is in the process of being rebuilt due to the issues related to Mt. Gox.
|Regression||Trend (slope)||Corr. Coeff. (r)|
A metric of the the realized historical volatility of Bitcoin over the previous 30-days. The measure uses btc-e prices at close (every 24-hour period). Linear regressions are then provided to illustrate trends over the past week, month, year, and all-time. Further, the volatility of other assets are provided as a reference point. These comparisons include the average implied volatility (Jan. 2011 to Jan 2014 - where available) of the S&P 500, Gold ETF, Crude Oil ETF, EuroCurrency ETF, and Emerging Markets ETF. Data sources for these averages can be found in the following table:
|S&P 500 (VIX)||FRED|
|Crude Oil (OVX)||FRED|
|Emerging Markets (VXE)||FRED|
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