← Back to GugoPro AcademyQuantitative research · front‑end only · does not auto‑fill market data
Quant lab · Volatility
Volatility Z‑Score Z-Score
Paste your verified daily returns into the browser and observe where current rolling volatility sits relative to your own historical distribution. This is a research classifier, not a buy/sell signal.
Rolling σZ-ScoreClient‑side
Please paste at least 25 daily returns before starting.
Formula:rolling σ = sample standard deviation of window returns; Z =（current rolling σ − mean of all rolling σ）÷ standard deviation of all rolling σ. When samples are insufficient or volatility does not change, the tool preserves a visible error instead of producing a spurious Z value.
Regime lens
Position in the volatility distribution
—
Awaiting valid input
Current rolling volatility—
Benchmark average—
Sample count—
number of rolling windows—
rolling volatility series
Earlier observationsLatest observation
Data and limitations:Input data exists only in the current browser page; please state whether prices are adjusted close, the return frequency and the sample period. Z‑Score only describes relative position, not direction of volatility, future returns or a cap on risk. Z-Score