BLACK GOLD MARKET / FREE RESOURCES
Historical volatility
Measure dispersion in a closing-price series. The example is synthetic.
RESULT / YOUR INPUTS
Enter values and calculate.
Method and limitations
Calculate adjacent log returns, their sample standard deviation, and multiply by the square root of observations per year. The square-root annualization is an assumption, not a forecast. Use 252 for a conventional business-day sample or 365 for daily crypto only when it matches your data. At least four positive prices are required.