S&P 500 Volatility Enters Bitcoin Territory

Strange days we are living in, indeed.

Strange Days: S&P 500 Volatility Enters Bitcoin Territory

The S&P 500’s 30-day volatility of daily returns, or historical volatility, jumped to nearly 80 percent Wednesday, according to data from the Federal Reserve Bank of St. Louis.

Meanwhile, bitcoin’s (BTC) volatility gauge stood at 138 percent on Wednesday compared to the average volatility of 65 percent seen in the March 2019-February 2019 period, as per CoinDesk’s Bitcoin Price Index.

The 30-day volatility of daily returns calculates the standard deviation of the daily gain or loss from each of the past 30 trading days and is usually expressed in annual terms irrespective of the time period.


Master Asked on March 28, 2020 in Bitcoin.
Add Comment