{"path":"/market/realized_volatility_2_weeks","tier":2,"parameters":{"a":["SAROS"],"c":["native"],"f":["csv","json"],"i":["10m","1h","24h"]},"queried":{"a":"SAROS","path":"/v1/metrics/market/realized_volatility_2_weeks"},"refs":{"docs":"https://docs.glassnode.com/basic-api/endpoints/market#get-v1-metrics-market-realized_volatility_2_weeks","studio":"https://studio.glassnode.com/charts/market.RealizedVolatility2Weeks","metric_variant":{"bulk":"/market/realized_volatility_2_weeks/bulk","pit":"/market/realized_volatility_2_weeks_pit"}},"bulk_supported":true,"timerange":{"min":1705752600,"max":1782504600},"modified":1782505319,"descriptors":{"name":"Annualized Realized Volatility (2 Weeks)","short_name":"Realized Volatility (2 Weeks)","group":"Volatility","tags":["spot","volatility","realized_volatility"],"description":{"default":"**Definition.** Annualized Realized Volatility (2 Weeks) is the standard deviation of %ASSET% returns from the mean return of the market, measured over a rolling 2-week window and annualized.\n\n**Technical.** Computed on log returns over a fixed time horizon or a rolling window to obtain a time-dependent observable. Realized volatility is calculated from daily returns and multiplied by a factor of sqrt(365) to yield the annualized daily realized volatility. Whereas [implied volatility](https://studio.glassnode.com/metrics?a=BTC\u0026category=\u0026m=derivatives.OptionsAtmImpliedVolatilityAll) reflects the market's assessment of future volatility, realized volatility measures what happened in the past.\n\n**Interpretation.** High values indicate a phase of high risk in the market.\n"},"data_sharing_group":"market"}}