Re:CBOE Will Start Bitcoin Futures Trading on December 10
by tome on Monday December 04, 2017 @12:12PM
(#15845455)
The highest daily volatility ever was 15% and it's currently around 4%, according to https://bitvol.info/ . Two times the highest daily standard deviation ever doesn't seem so unreasonable.
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Re:CBOE Will Start Bitcoin Futures Trading on December 10
by 1053r on Monday December 04, 2017 @12:54PM
(#15845875)
That's the highest AVERAGE ROLLING 30 DAY volatility.
For example, on Dec 7, 2013, volatility between the high and the low was 54.6%. [1] However, it was lower for the other days of all 30 day periods that include that day, and averaged out to under 15%.