Seasonality: Volatility Day of Week

This endpoint returns the average realized volatility, for a select date range, grouped by the day-of-the-week. Users can view how weekend volatility compares to say, Wednesday realized volatility, etc.

RESPONSE DATA
FieldTypeDescription
payload.metadata.api-versionstringVersion of the API.
payload.data[index].weekdaystringThis is the day of the week.
payload.data[index].historicalVolatility1daynumberThe is the average 1-day realized volatility, over the select date range, for the given day of the week..

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