Risk Regimes
Volatility Clustering and Regimes: Visualizing Calm, Stress, and Transition
Large moves tend to arrive in groups. Explore rolling volatility, autocorrelation, regime bands, transitions, and the uncertainty behind every state label.
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realized volatility
Observed return variation measured with documented windows and estimators.
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Volatility Analytics
Realized Volatility Charts: Windows, Estimators, and Better Comparisons
Realized volatility summarizes observed return variation, but the chart depends on window, sampling, estimator, session, and annualization choices.