Volatility Multi-Period - Daily σ to More

Risk disclaimer

An approximation for consistent units, not a forecast of future volatility.

Under an i.i.d. assumption, N-day volatility accumulates by the square root of time: N-day = daily × √N.

This puts different timeframes on one comparable scale.

Daily 2% → weekly ≈ 5.29%, monthly ≈ 10.95%, quarterly ≈ 18.97%, annual ≈ 38.21%.

Approximate — real volatility clusters and jumps.

Is i.i.d. realistic?

Not perfectly — clustering and gaps exist — but the scaling is a standard way to compare timeframes.

Pair with the volatility annualize and price range calculators.

Compute classic pivot point and support/resistance levels from the previous high, low and close.

Compute true range (TR) from a bar's high, low and previous close, then smooth into ATR with a prior ATR and period.

Compute the Sharpe ratio from annual return, risk-free rate and annual volatility.

Compute the Calmar ratio from annual return and maximum drawdown to gauge reward for drawdown risk.

Estimate the sigma price range over a horizon from price, annual volatility, days and confidence multiple z.

Convert a per-period standard deviation into annualized volatility given periods per year.