← Finance et devises

Volatilité

GET /volatility

Mesurez la volatilité d'une paire de devises en calculant l'écart type des variations quotidiennes du taux sur une période configurable (30 jours par défaut). Renvoie le score de volatilité et la variation quotidienne moyenne en pourcentage. Essentiel pour l'évaluation des risques dans le commerce international, les décisions de couverture, la définition de marges adaptées sur les services de conversion de devises et pour comprendre à quel point une paire de devises a été stable ou agitée récemment.

Paramètres

base requis

Base currency

target requis

Target currency

period optionnel par défaut: 30

Days

Exemples de requêtes

Utilisation de base
curl "https://nordapi.ee/api/v1/volatility?base=EUR&target=USD"
EUR/USD 30-day volatility (default)
curl "https://nordapi.ee/api/v1/volatility?base=EUR&target=USD"
GBP/NOK 14-day volatility
curl "https://nordapi.ee/api/v1/volatility?base=GBP&target=NOK&period=14"
USD/JPY 60-day volatility
curl "https://nordapi.ee/api/v1/volatility?base=USD&target=JPY&period=60"

Réponse en direct

{
  "base": "EUR",
  "daily_changes": [
    {
      "change_pct": 0.5744625293759248,
      "date": "2026-03-20"
    },
    {
      "change_pct": 0.0,
      "date": "2026-03-21"
    },
    {
      "change_pct": 0.0,
      "date": "2026-03-22"
    },
    {
      "change_pct": 0.0,
      "date": "2026-03-23"
    },
    {
      "change_pct": 0.35482475118996104,
      "date": "2026-03-24"
    },
    {
      "change_pct": -0.20696791997240427,
      "date": "2026-03-25"
    },
    {
      "change_pct": 0.17283097131005876,
      "date": "2026-03-26"
    },
    {
      "change_pct": -0.45721187025534854,
      "date": "2026-03-27"
    },
    {
      "change_pct": -0.19065776930409914,
      "date": "2026-03-28"
    },
    {
      "change_pct": 0.0,
      "date": "2026-03-29"
    },
    {
      "change_pct": -0.28653295128939826,
      "date": "2026-03-30"
    },
    {
      "change_pct": 0.12190874259839778,
      "date": "2026-03-31"
    },
    {
      "change_pct": 0.9305966255000869,
      "date": "2026-04-01"
    },
    {
      "change_pct": -0.6893580353295993,
      "date": "2026-04-02"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-03"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-04"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-05"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-06"
    },
    {
      "change_pct": 0.27765726681127983,
      "date": "2026-04-07"
    },
    {
      "change_pct": 1.2892619191831791,
      "date": "2026-04-08"
    },
    {
      "change_pct": -0.17939518195797027,
      "date": "2026-04-09"
    },
    {
      "change_pct": 0.22250748823277705,
      "date": "2026-04-10"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-11"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-12"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-13"
    },
    {
      "change_pct": -0.23055247203483903,
      "date": "2026-04-14"
    },
    {
      "change_pct": 0.9328996918863403,
      "date": "2026-04-15"
    },
    {
      "change_pct": -0.0932756720088188,
      "date": "2026-04-16"
    },
    {
      "change_pct": 0.1273128501103378,
      "date": "2026-04-17"
    },
    {
      "change_pct": 0.0,
      "date": "2026-04-18"
    }
  ],
  "mean_daily_change_pct": 0.08901036546819552,
  "period": 30,
  "success": true,
  "target": "USD",
  "volatility": 0.3976538068331182
}

Exemple de réponse

{"success":true,"volatility":0.42,"mean_daily_change_pct":0.12}