Rolling Annualized Volatility + percentile rank (ANNVOL)

GET

/api/v1/indicators/annvol

Last modified:2026-07-19 17:02:27

Maintainer:Not configured

OperationId:indicators_annvol

Rolling annualized volatility from LOG returns of CLOSE prices: r_t = ln(C_t / C_{t-1}), then rolling(vol_window).std(ddof=1) * sqrt(252). Returns the current rolling vol plus its PRIOR-WINDOW-EXCLUSIVE percentile rank within the trailing rank_window distribution (the current value is excluded from the sample to avoid downward bias). Daily only (interval=1d). Uses CLOSE prices, matching the close-based BETA / CORREL indicator family (adj_close intentionally not used, for consistency).

Request

Authorization

API Key

Add parameter in header

x-api-key

Example:

x-api-key: ********************

Query Params

Header Params

Request Code Samples

Shell

JavaScript

Java

Swift

PHP

Python

HTTP

Objective-C

Ruby

OCaml

Dart

curl --location 'https://sugra.ai/api/v1/indicators/annvol?symbol=undefined&vol_window=undefined&rank_window=undefined&interval=undefined&range=undefined&outputsize=undefined' \
--header 'x-api-key: <api-key>'

Responses

🟢200OK

application/json

Successful Response

Bodyapplication/json

Example

{
    "data": {
        "symbol": "AAPL",
        "indicator": "annvol",
        "interval": "1d",
        "vol_window": 30,
        "rank_window": 126,
        "outputsize": 30,
        "current_vol": 0.2415,
        "vol_pct_rank": 62.7,
        "rank_sample_size": 126,
        "vol_series": [
            {
                "date": "2026-04-30T00:00:00Z",
                "value": 0.2415
            }
        ],
        "source": "sugra_finance"
    },
    "meta": {
        "endpoint": "/api/v1/fred/us/cpi",
        "data_time": "2026-04-16T14:30:00Z",
        "response_time": "2026-04-16T14:30:12Z",
        "provider": "Sugra API v1.0.1",
        "source": "string",
        "attribution": "string",
        "fallback_used": true,
        "fallback_chain": [
            "string"
        ],
        "cached": true,
        "stale": true
    }
}

🟠401Unauthorized

🟠422Parameter Error

🟠429

🔴503Service Unavailable

Modified at 2026-07-19 17:02:27

Rolling MIN position (MININDEX)

Pairwise Correlation Matrix (CORRMATRIX)