Volatility (old)

Calculate current, historical, and forward-looking volatility metrics based on aggregated miner predictions.

GET /insights/volatility

Parameters

Parameter	Type	Required	Default	Description
asset	string	Yes	—	Asset symbol: BTC, ETH, SOL, XAU, SPYX, NVDAX
days	integer	No	14	Number of days to aggregate for the meta-leaderboard ranking
limit	integer	No	10	Number of top miners from the meta-leaderboard to use for analysis

Headers

Header	Required	Description
Authorization	Yes	API key in format: Apikey YOUR_API_KEY

Response

The endpoint returns a comprehensive volatility analysis object containing current price, forecasted volatility (both forward and backward-looking), and realized historical volatility with price/return data.

Response Schema

{
  "current_price": number,
  "forecast_future": {
    "average_volatility": number,
    "volatility": number[]
  },
  "forecast_past": {
    "average_volatility": number,
    "volatility": number[]
  },
  "realized": {
    "average_volatility": number,
    "prices": [
      {
        "price": number,
        "returns": number
      }
    ],
    "volatility": number[]
  }
}

Field Descriptions

Field	Type	Description
current_price	number	Current asset price at time of request
forecast_future.average_volatility	number	Mean of forward-looking volatility predictions
forecast_future.volatility	number[]	Array of predicted future volatility values
forecast_past.average_volatility	number	Mean of backward-looking volatility analysis
forecast_past.volatility	number[]	Array of historical volatility predictions
realized.average_volatility	number	Mean realized volatility over the observation period
realized.prices	array	Historical price observations with computed returns
realized.prices[].price	number	Asset price at observation time
realized.prices[].returns	number	Return from previous observation
realized.volatility	number[]	Realized volatility values corresponding to price observations

Example Request

curl

curl "https://api.synthdata.co/insights/volatility?asset=BTC&days=14&limit=10" \
  -H "Authorization: Apikey YOUR_API_KEY"

Example Response

{
  "current_price": 89081.11,
  "forecast_future": {
    "average_volatility": 34.99,
    "volatility": [49.07, 48.54, 48.61, 48.46, 50.86, 52.03, ...]
  },
  "forecast_past": {
    "average_volatility": 36.63,
    "volatility": [54.84, 51.18, 50.89, 50.99, 45.77, 42.86, ...]
  },
  "realized": {
    "average_volatility": 40.66,
    "prices": [
      {"price": 89750.75, "returns": -0.000105},
      {"price": 89741.30, "returns": 0.000275},
      {"price": 89766.00, "returns": 0.001540},
      ...
    ],
    "volatility": [30.17, 55.97, 83.24, 84.78, 137.25, ...]
  }
}

Response Codes

Code	Description
200	Success - returns volatility data
400	Bad Request - invalid parameters
401	Unauthorized - invalid or missing API key
500	Internal Server Error

---

Volatility Percentiles

Get price distribution percentiles over the forecast horizon.

GET /insights/volatility-percentiles

Parameters

Parameter	Type	Required	Default	Description
asset	string	Yes	—	Asset symbol: BTC, ETH, SOL, XAU, SPYX, NVDAX
days	integer	No	14	Number of days to aggregate for the meta-leaderboard ranking
limit	integer	No	10	Number of top miners from the meta-leaderboard to use for analysis

Response

{
  "current_price": 88996.66,
  "forecast_future": {
    "percentiles": [
      {
        "0.005": 88996.66,
        "0.05": 88996.66,
        "0.2": 88996.66,
        "0.35": 88996.66,
        "0.5": 88996.66,
        "0.65": 88996.66,
        "0.8": 88996.66,
        "0.95": 88996.66,
        "0.995": 88996.66
      },
      {
        "0.005": 88631.35,
        "0.05": 88765.15,
        "0.2": 88879.70,
        "0.35": 88943.39,
        "0.5": 88998.23,
        "0.65": 89055.24,
        "0.8": 89122.30,
        "0.95": 89236.58,
        "0.995": 89359.79
      }
    ]
  },
  "forecast_past": {
    "percentiles": [...]
  },
  "realized": {
    "prices": [...],
    "percentiles": [...]
  }
}

Field Descriptions

Field	Description
current_price	Current asset price
forecast_future.percentiles	Array of percentile objects, one per time step
0.005, 0.05, etc.	Price at that percentile (0.5 = median, 0.95 = 95th percentile)

Example

python

response = requests.get(
    "https://api.synthdata.co/insights/volatility-percentiles",
    headers={"Authorization": "Apikey YOUR_API_KEY"},
    params={"asset": "BTC"}
)

data = response.json()
percentiles = data['forecast_future']['percentiles']

# Get 95% confidence interval at final time step
final = percentiles[-1]
lower_bound = final['0.05']   # 5th percentile
upper_bound = final['0.95']   # 95th percentile
print(f"24h 90% CI: ${lower_bound:,.0f} - ${upper_bound:,.0f}")

---

Use Cases

• Options Pricing: Use forecast_future.average_volatility as volatility input for pricing models

• Position Sizing: Scale position sizes inversely with realized.average_volatility for risk management

• Regime Detection: Compare forecast_future vs realized volatility to detect market regime changes

• Volatility Trading: Identify mean-reversion opportunities when forecast significantly deviates from realized

• Backtesting: Use realized.prices array to reconstruct historical price paths for strategy validation