{"id":40890455,"date":"2025-03-28T10:20:22","date_gmt":"2025-03-28T04:50:22","guid":{"rendered":"https:\/\/stockviz.biz\/index.php\/?p=40890455"},"modified":"2025-03-28T10:20:22","modified_gmt":"2025-03-28T04:50:22","slug":"bitcoin-volatility-seasonality","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2025\/03\/28\/bitcoin-volatility-seasonality\/","title":{"rendered":"Bitcoin Volatility Seasonality"},"content":{"rendered":"\n<p>Is Bitcoin Volatility seasonal? Yes.<\/p>\n\n\n\n<p>There are calm months and there are frantic ones&#8230;<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/blob\/master\/crypto\/bitcoin-explore\/bitcoin-volatility.monthly.all.png?raw=true\" alt=\"\" \/><\/figure>\n\n\n\n<p>When you decompose the series, you can see the ebb and flow of monthly seasonality.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/blob\/master\/crypto\/bitcoin-explore\/bitcoin-volatility.decomposition.all.png?raw=true\" alt=\"\" \/><\/figure>\n\n\n\n<p>The pattern largely holds post-COVID as well &#8212; even after Bitcoin began its journey as an institutionally accepted asset.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/blob\/master\/crypto\/bitcoin-explore\/bitcoin-volatility.decomposition.post.png?raw=true\" alt=\"\" \/><\/figure>\n\n\n\n<p>Zooming in on the seasonal component alone, you can see how it troughs around October-November.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/blob\/master\/crypto\/bitcoin-explore\/bitcoin-volatility.seasonality.month.all.png?raw=true\" alt=\"\" \/><\/figure>\n\n\n\n<p>And this has tracked post-COVID as well.<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/github.com\/stockviz\/blog\/blob\/master\/crypto\/bitcoin-explore\/bitcoin-volatility.seasonality.month.post.png?raw=true\" alt=\"\" \/><\/figure>\n\n\n\n<p>The seasonal component has been negative during the months of July through December indicating that the volatility experienced during that time was idiosyncratic. <\/p>\n\n\n\n<p>Code and charts on <a href=\"https:\/\/github.com\/stockviz\/blog\/tree\/master\/crypto\/bitcoin-explore\">github<\/a>.<\/p>\n\n\n\n<p>Related: <a href=\"https:\/\/stockviz.biz\/2023\/09\/23\/vix-seasonality\/\">INDIA VIX Seasonality<\/a><\/p>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Is Bitcoin Volatility seasonal? Yes. There are calm months and there are frantic ones&#8230; When you decompose the series, you can see the ebb and flow of monthly seasonality. The pattern largely holds post-COVID as well &#8212; even after Bitcoin began its journey as an institutionally accepted asset. Zooming in on the seasonal component alone, &hellip; <\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4053],"tags":[1150],"class_list":["post-40890455","post","type-post","status-publish","format-standard","hentry","category-crypto","tag-volatility","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/40890455","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=40890455"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/40890455\/revisions"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=40890455"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=40890455"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=40890455"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}