Periodic & annualised volatility, downside deviation, semivariance

Fragmentos de código

curl "https://api.oanor.com/riskmetrics-api/v1/volatility" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/riskmetrics-api/v1/volatility", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/riskmetrics-api/v1/volatility");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/riskmetrics-api/v1/volatility",
    headers={"x-oanor-key": "oanor_test_..."}
)

Respuesta de ejemplo

Una respuesta real de este endpoint, capturada en la última comprobación de estado.

{
    "data": {
        "n": 15,
        "metric": "volatility",
        "source": "RISKMETRICS",
        "semivariance": 2.24e-5,
        "periods_per_year": 252,
        "volatility_period": 0.00809585,
        "mean_return_period": 0.0016,
        "volatility_annualized": 0.128518,
        "downside_deviation_period": 0.00473286
    },
    "meta": {
        "timestamp": "2026-06-10T22:56:22.516Z",
        "request_id": "2bcc0bcd-379c-45b5-8c65-d3e1365f5945"
    },
    "status": "ok",
    "message": "Volatility computed",
    "success": true
}