Analysts expect Bitcoin to fluctuate by just 2.5% after the day's CPI data is released. CryptoSlate reported this forecast and mentioned a study that reported a volatility gap of 6.33 points.
· CryptoSlate explicitly noted that the figure of 6.33 is insufficient to prove that hedging costs are lower, given the different measurement windows;
· 2.5% is only an analyst forecast, not realized volatility, so the conclusion is limited to the forecast.
Would you look first at actual volatility after the data release or implied volatility from options?
· CryptoSlate explicitly noted that the figure of 6.33 is insufficient to prove that hedging costs are lower, given the different measurement windows;
· 2.5% is only an analyst forecast, not realized volatility, so the conclusion is limited to the forecast.
Would you look first at actual volatility after the data release or implied volatility from options?
