Volatility

Realized Volatility

Realized variance from high-frequency returns.

Status production · Version 1.1 · Jun 2026

P(Xₜ₊₁ | Xₜ)

Illustrative distribution, not a live forecast.

Bull 34%

Neutral 41%

Bear 25%

Overview

Realized volatility sums squared returns over a window. It describes what already happened.

Figures on this page are model output examples. They are estimated distributions, not a statement of where the market will trade.

How it works

  1. 01 Take returns
  2. 02 Sum squares
  3. 03 Annualise only when asked
Read methodology →

Inputs

AssetBTCUSDT
Window1d

Outputs

  • RV
  • Window

Model statistics

Published as quality of the estimate. Directional accuracy is not the headline for a probabilistic model.

Status
Production

Validation

  • OOS

Data sources

ArcDelta: trades, order book, open interest, funding, OHLCV.

Access

From $49 / month. Included runs, path limits, and API access follow the Labs tier on the TreVmS account. Individual metrics are not sold separately.

TreVmS — Technology for financial markets