Volatility level from its percentile

Volatility level from its percentile

Usage

volatility_level(percentile)

Arguments

percentile

Where the volatility falls among all the coin's past periods of the same length, from 0 to 100.

Value

"normal" below the 60th percentile, "elevated" to the 85th, "high" to the 95th and "extreme" above it.

Examples

golemcrypto:::volatility_level(c(40, 70, 90, 99))
#> [1] "normal"   "elevated" "high"     "extreme"