Cryptocurrency:
Currency | Weight |
---|---|
BTC | 61.2% |
ETH | 25.0% |
XRP | 6.9% |
LTC | 3.3% |
DASH | 2.1% |
XMR | 1.4% |
Select a currency to display its volatility and time-series projection. The historical volatility is calculated using the returns from the previous 90 days. The projection is an ARIMA process (autoregressive, integrated, moving-average) based on the historical data. To put the volatility of cryptocurrencies in perspective, the annualized historical, long-term average of realized volatility of the S&P 500 index is roughly 15%/year. The time axis is GMT. This chart is updated daily. Informational purposes only.
BTC = Bitcoin, ETH = Ethereum, BCH = Bitcoin Cash, XRP = Ripple, LTC = Litecoin, DASH = Dash, XMR = Monero, XEM = NEM, ETC = Ethereum Classic, XLM = Stellar Lumens, ZEC = Zcash, NXT = Nxt, REP = Augur, LSK = Lisk, FCT = Factom.
Raw price data courtesy of Poloniex and market capitalization data courtesy of coinmarketcap.com.




