Historical Volatility
VolatilityOwn panel belowHow large past moves were, annualised into a percentage.
What it looks like
Drawn by running the real calculation over one sample series. Open a symbol and it is recalculated on that symbol's bars.
How to read it
It measures the spread of daily changes and scales it to a year, which is the same unit options markets use, so it compares well across symbols.
Where it misleads
It is a record of the past, not a forecast of future volatility.
Default settings
You can change these on the chart. These are the values it starts with.
In SQMATE
One tap to add
Open a symbol, tap the name in the indicator list and it is drawn straight away. You can stack several copies of the same indicator with different settings.
Recalculated per timeframe
Switch between minute, hourly, daily, weekly or monthly bars and it is recalculated on that timeframe. The maths runs over every bar loaded, so zooming never moves the line.
Use it as a search condition
Some indicators can also be used as an axis when searching for symbols — for example, keeping only symbols above a given reading, scanned every night.
Related indicators
- Standard DeviationHow far recent values typically sat from their own average.
- Relative Volatility IndexThe RSI calculation applied to volatility rather than price.
- Chaikin VolatilityHow much the high-low range has widened over a span, as a percentage.
- Average Day RangeThe average of each day's high-minus-low.
- Normalized ATR (%)ATR divided by price and expressed as a percentage.
- Ulcer IndexHow deep and how long price has been below its high, measured together.
Every indicator is an observation computed from past bars. It does not tell you future prices and it is not investment advice.