Crypto Volatility Calculator
Measure the variation in daily UTC crypto price observations. Compare historical samples, with the observation dates and annualization method stated below.
BTC/USD Annualized Volatility (30 Days)
What is Crypto Volatility?
Historical volatility describes variation in past returns. It does not measure all risks: liquidity, leverage, counterparty exposure and intraday price paths are outside this calculation.
This page requests CoinGecko daily observations at 00:00 UTC. The API otherwise changes sampling frequency with the requested period. Mixing hourly returns with daily annualization gives a different and misleading statistic.
Compare like-for-like samples
Keep the observation period, return definition and annualization factor consistent when comparing assets. This calculator uses 365 calendar days; a stock-market calculation using 252 trading days is a different convention. No fixed volatility band here establishes safety or expected profit.
How to Use This Calculator
- Select a Cryptocurrency: Choose from the major trading pairs including BTC/USD, ETH/USD, SOL/USD, BNB/USD, and XRP/USD.
- Choose a Time Period: Select 30, 60, or 90 days to analyze volatility over different timeframes.
- Review the Results: The calculator displays the annualized volatility percentage and a rolling volatility chart to visualize trends.
Understanding the Calculation
The annualized historical volatility is calculated using:
- Daily Returns: Calculate the logarithmic return between consecutive daily reference observations: ln(Pt) − ln(Pt−1).
- Standard Deviation: Compute the standard deviation of these daily log returns, dividing squared deviations by n − 1.
- Annualization: Multiply by √365 (since crypto markets trade every day), then by 100 for percent. This scaling convention does not guarantee a future price range.
Questions about the data and method
Which prices are used?
The browser requests daily USD price observations from CoinGecko. These are provider reference observations at 00:00 UTC, not exchange-specific closing trades. The calculation requires consecutive dates and positive finite prices.
What does a 30-day setting mean?
It uses 31 daily observations to calculate 30 log returns ending at the latest available daily observation. The displayed date range identifies the actual sample. The chart uses seven returns per rolling window.
How is volatility calculated?
For each pair of daily observations, compute log(current price) minus log(previous price). Calculate sample standard deviation using n minus 1 in the denominator, then multiply by the square root of 365 and by 100 for a percentage.
Is annualized historical volatility a forecast?
No. It summarizes the selected historical observations. Square-root annualization is a scaling convention; it does not establish a future price range, expected return, liquidity or maximum loss.
Why might the calculator show no result?
The external data request may fail or be rate limited. Missing dates, invalid prices, stale observations or insufficient daily data produce an error instead of a volatility estimate. No fallback or simulated prices are substituted.
Disclaimer: This tool is for educational and informational purposes only. Cryptocurrency investments carry significant risk. Past volatility does not guarantee future results. Always do your own research and consider consulting a financial advisor before making investment decisions.
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