CompanyGraph
Use to find companies where this pattern is active.
Three observations have aligned: the magnitude of difference between recent (10-week) and long-run (52-week) annualized volatility is high, recent 10-week ATR is above its prior 10-week window, and 20-week annualized volatility is in the upper portion of its mapped range.
State
Short-vs-long volatility gap elevated, ATR expanding, 20-week annualized volatility elevated
Emergence
Three observations align on present-state volatility divergence. The recent-vs-long-run volatility gap (absolute relative difference between a 10-week and a 52-week annualized volatility) is in the upper portion of its mapped range. ATR has expanded above its prior 10-week window. The 20-week annualized volatility is in the upper portion of its mapped range. The three readings describe present-state volatility readings that differ from longer-run baselines — direction-agnostic (the volatility gap obs uses absolute value, so a spike and a collapse produce the same score).
Limits
This interpretation records three present-state volatility observations. It does not predict price direction, indicate how long any new volatility level will persist, or distinguish whether the short-window movement is upward (spike) or downward (collapse) from the long-window baseline. Volatility readings can revert, accelerate, or stabilize; the obs do not forecast.
Explanation
Each observation reads a present-state volatility measure: Recent Volatility Diverges From Long-Run Volatility is the absolute relative difference between a 10-week annualized volatility and a 52-week annualized volatility. A high score means the two windows are materially different from each other. The score is direction-agnostic — an upward jump and a downward collapse both produce a high score. ATR Expansion compares the recent 10-week Average True Range to its prior 10-week window. A high score means current-period ranges are wider than those of the immediately preceding window. Annualized Volatility (20-week) is the standard deviation of weekly returns over a 20-week window, annualized. A high score means recent realized volatility is in the upper portion of its mapped range. When all three align, the configuration is a present-state co-occurrence of recent-window volatility differing from longer-window baselines — not a forecast of regime persistence or direction.
Interpretation
This interpretation identifies a present-state co-occurrence of three volatility-divergence readings. It does not predict price direction, indicate how long the configuration will persist, or distinguish spike from collapse.
Required Observations
Annualized Vol 20w
Weekly returns have shown unusually high dispersion (annualized volatility ≥ 70%) over the lookback window.
Atr Expansion Standard
Recent 10-week Average True Range exceeds the prior 10-week Average True Range.
Volatility Regime Shift
Recent annualized volatility is materially different from long-run annualized volatility