Volatility
Volatility-of-Volatility Calculator
Paste a chronological series of ATR or range readings (one per line, oldest first) to measure the period-over-period percent change in that series and its standard deviation. It tells you how erratically volatility itself is moving, not only how wide the ranges are.
Use at least 6-10 readings for a stable measure.
Readings used···
Average period-over-period change···
Vol-of-vol (stdev of % changes)···
Read···
Educational tool only, not financial advice. This measures the standard deviation of period-over-period percent changes in your volatility series, a different metric from the coefficient of variation of range levels. Check it against your own plan and risk rules before you trade it.
Built by Jason Parker, founder of Trading Ranges.