Historical Volatility Calculator
Direct answer
The Historical Volatility Calculator converts a pasted closing-price series into the standard deviation of log daily returns, annualizes it, and shows ±1σ and ±2σ price bands around the latest close.
The historical volatility calculator turns pasted closing prices into log-return standard deviation, annualizes it, and shows ±1σ/±2σ bands around the last close.
Historical Volatility Calculator
Result
All figures follow the assumptions on this page and are for reference only.
- Samples
- —
- Daily vol
- —
- Annualized vol
- —
- Mean daily log return
- —
- Last close
- —
Scenarios / details
| Band | Upper | Lower |
|---|
Key data & facts
- Annualization
- Daily vol × √365Example: 2% × √365 ≈ 38%
- Example daily vol
- 2%±2% daily moves are normal
- Example annualized vol
- ≈ 38%
- Price bands
- ±1σ / ±2σCentered on the latest close
What is the Historical Volatility Calculator?
Volatility measures price churn, not direction. Annualized vol = daily vol × √365 — useful for checking whether a grid range matches the market.
How to use
- Enter realistic parameters.
- Check gross vs net.
- Verify exchange rules before acting.
Model notes
Linear estimation from page parameters Slippage and shock scenarios are not included
Arbitrage windows shift in real time; treat results as magnitude references.
Example
Daily vol 2% means ±2% daily moves are normal; ×√365 ≈ 38% annualized.
Practical tips
- Compare grid range width against 1–2σ annualized vol for coverage.
- Paste at least 30 closes; more is more stable.
FAQ
Are results guaranteed?
No. Results follow simplified models and do not promise future returns.
Which live risks are not shown?
Slippage, funding direction, withdrawal delays and exchange rule changes are not fully captured.
How do I reduce model error?
Use real-time fees, delivery dates and price quotes, and keep positions small while testing.
Sources & references
- What Is Historical Volatility?Investopedia
- What Is Volatility?Investopedia