What is annualized volatility?Annualized Volatility

Daily swings scaled up to a yearly figure; volatility grows with the square root of time, so daily volatility × √252 ≈ annual volatility (about 252 trading days a year).

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Volume & Volatility Indicators
Historical Volatility: Volatility Clusters
Turn how spread out the last N days' moves were into an annualized percentage. Calm is often followed by a storm, but it doesn't tell you the direction.

Related terms

standard deviation
historical volatility
volatility clustering
percentile rank

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