Three panels. The upper one is the volatility of every
month_days-day period over the whole history, annualized, with its
median and 95th percentile: where the line is now shows how rough the
last month was. The middle one shows each of the last days days as a bar
of its move in the standard deviations the GARCH model expected for it,
red for falls and green for rises, with lines at 2 and 4 standard
deviations. The lower one shows the last context_days closes and the
forecast of the next days: the median close, and the ranges of the middle
half and of probability level (see volatility_analysis()). Without a
GARCH model only the upper panel is drawn.
Arguments
- analysis
The result of
volatility_analysis().- mode
"light"(the default) or"dark", to suit a light or dark page.- days
Days of the middle panel.
- context_days
Closes before the forecast in the lower panel.
Examples
btc <- get_history("Bitcoin (BTC)", as.Date("2013-04-29"))
plot_volatility(volatility_analysis(btc))