windowSize
with a precision of windowSize / granularity
.windowSize
is based on the granularity
supplied by the user. There is a reading every periodSize
minutes.granularity
or amount of points
to take. Each point
is periodSize
, so 24 points
would be 24 * periodSize
windowSize
points
equal to points * periodSize
, so for the points in the last 24 hours use points = 48
points
equal to points * hours
, so for the points in the last 24 hours use points = 24
points
equal to points * days
, so for the points in the last 24 hours use points = 1
points
equal to points * weeks
, so for the points in the last week use points = 1
points
per window * periodSize
, so volatility over last hour would be points = 1 & window = 2
points
per hour
, so volatility over last hour would be points = 1
points
per days
, so volatility over last day would be points = 1
points
per weeks
, so volatility over last day week be points = 1