Realized Volatility
Seasonality: Volatility Day of Week / Month of Year
Definition
The Realized Volatility Seasonality metric provides insights into the average realized volatility of a cryptocurrency over a specified historical date range, grouped by either day of the week or month of the year. This metric enables the identification of seasonal patterns in market volatility and highlights how volatility fluctuates over time based on recurring temporal factors. Such seasonality-based analysis is valuable for assessing market behavior trends and for informing strategic trading decisions, portfolio management, and risk modeling.Details
Two endpoints are available:- Volatility by Day of the Week
- Volatility by Month of the Year
API Endpoints
/Seasonality: Volatility Day of Week /Seasonality: Volatility Month of the YearAvailability
| Exchange | Start Date (YYYY-MM-DD) | Granularity |
|---|---|---|
| Binance | 2024-07-25 | Daily and Monthly |
| GDAX | 2016-01-01 | Daily and Monthly |
Frequently Asked Questions
How does grouping realized volatility by day or month support market analysis?- Aggregating volatility by day of the week or month of the year enables detection of consistent seasonal trends. These insights can be used to identify predictable patterns in market behavior, offering a statistical basis for timing strategies and volatility-adjusted portfolio decisions.