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Bitcoin Discussion
Re: BTCUSD historical volatility
by
Spurious
on
04/06/2011, 00:57:10 UTC
So, I calculated the standard deviations of logarithmic changes (ln(Price(n)/Price(n-1)) and multiplied by square root of sample to get annualized standard dev.
Total: 26.77807002
Since April 1st: 7.344956362
Are those numbers reasonable?