Realised Volatility
What Is Realised Volatility?
The actual observed volatility of Bitcoin's price over a specific period, calculated from historical price data. Typically expressed as annualised standard deviation.
How to Interpret
Historically low realised volatility periods precede major price moves in either direction. Volatility compression is a setup indicator. Bitcoin's volatility has been declining over successive cycles.
More Technical & Volatility Metrics
Correlation Matrix
Shows the price correlation between Bitcoin and other assets including stocks (S&P 500, Nasdaq), gold, bonds, and the US Dollar Index (DXY).
Bitcoin Dominance
Bitcoin's share of the total cryptocurrency market capitalization. Calculated as Bitcoin's market cap divided by the total crypto market cap.
Bitcoin Drawdowns
Measures the percentage decline from Bitcoin's all-time high at any given point. Provides historical context for the severity of the current or past corrections.
Bollinger Band Width
The width of Bollinger Bands (distance between upper and lower bands) as a percentage of the middle band. Measures the degree of price volatility compression or expansion.