Internal and Overnight Volatility Models

The Internal and Overnight Volatility rows represent a model that searches for instances of when percentage changes in market volatility occurs.

• The focus of this model is on volatility, not price.
• Internal Volatility shows the difference in the volatility percentage between the high and low of a trading session.
• Overnight Volatility shows the difference in the volatility percentage between the previous close to the current open.
• Typically, higher volatility translates to higher risk.