Most recent published snapshot. Source: TwelveData daily OHLC; QAXUS calculations.
60 saved observations · annualized
60 saved observations · annualized
What this measures
Realized volatility describes the dispersion of historical price changes. The primary estimate uses the Yang–Zhang estimator on daily open, high, low and close prices. The target window is 60 daily bars; the actual number of usable bars is shown above. Bitcoin is annualized with 365 periods and SPY with 252.
The comparison is BTC realized volatility divided by SPY realized volatility. If either series is missing, the ratio is unavailable. This is a historical measurement, not a forecast of future price direction.
Saved estimates: the published snapshot does not retain the underlying input window or independent recomputation proof. A computation time is not the final input observation date.
Daily dates do not identify an exact market closing time. The retrieval day is excluded as potentially incomplete in each instrument’s local timezone. Each series retains its own window and annualization.
Regime context
Recorded BTC regime: trending. Hurst estimate: 0.621. The estimate is computed on close-to-close log returns and can change substantially with the sample. It should not be treated as a trading signal on its own.
Garman–Klass cross-check: 40.1% annualized.
Publication and limitations
These values come from completed research snapshots. Opening this page does not trigger a fresh market-data request. A provider or pipeline interruption can leave the last snapshot visible; its observation time remains above.
Snapshot published 17 Oct 2026, 21:01 UTC.