volatility_analysis
Calculate annualised volatility of a currency pair using daily log returns over a chosen lookback period, with methodology matching FX options pricing.
Instructions
Calculate annualised volatility of a currency pair over the past N days. Returns daily std-dev of log-returns and annualised figure — same methodology used in FX options pricing.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| to | Yes | Quote currency | |
| days | No | Lookback window in days (7–90, default 30) | |
| from | Yes | Base currency |