Volatility Period Converter

Source period count and units:

Target period count and units:

Notes

  • Converts volatility between time periods.
  • More precise than the rule of 16, but just as fast.
  • Assumes 12 months, 52 weeks, 365 calendar days per year.
  • Customizable trading days per year, default 252.
  • Conversion factor is sqrt(target_period / source_period), as volatility scales with the square root of time.
  • Assumes constant volatility; does not account for seasonality, time-of-day effects, regime shifts etc.