MCP For Claude Marketplace
Historical Volatility Calculator

Historical Volatility Calculator MCP Connector for Claude

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Calculate annualized historical volatility, percentile ranks, and volatility cones.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides deterministic tools for financial volatility analysis. It uses logarithmic returns to calculate annualized historical volatility across standard lookback windows (20, 30, 60, and 90 days). Users can determine where current market volatility stands relative to history using get_volatility_rank and visualize expected volatility ranges through get_volatility_cone. The calculate_volatility_metrics tool provides the core annualized percentage outputs for multiple timeframes.

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3 tools expose this connector's capabilities to your AI agent.

get_volatility_cone

Provides statistical bounds (min, max, avg) for volatility across different timeframes

calculate_volatility_metrics

Calculates annualized historical volatility for standard lookback windows (20, 30, 60, 90)

get_volatility_rank

Determines the percentile rank of current volatility relative to its history

See how to talk to your AI agent using Historical Volatility Calculator.

Calculate the volatility metrics for these closing prices: [150.2, 152.5, 151.0, 153.4, 155.0] with an annualization factor of 252.

The annualized historical volatility for the provided prices is: 20-day: 15.4%, 30-day: 16.2%, 60-day: 17.1%, 90-day: 18.5%.

The current volatility is 25.0%. Where does this stand compared to this historical series: [15.0, 18.5, 22.0, 24.5, 26.0]?

The current volatility of 25.0% has a percentile rank of 80.0%.

Show me the volatility cone for a 20-day lookback using these historical values: [10.5, 12.0, 15.5, 18.0, 22.5].

For the 20-day lookback, the volatility range is: Min: 10.5%, Max: 22.5%, Avg: 15.7%.

This tool uses logarithmic returns (ln(close/prev_close)) to ensure returns are additive and better represent continuous price movements.

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