Arbitrum Volatilität & Regime ARB/USDT
Arbitrum (ARB) volatility regime analysis classifies current market conditions as compression, expansion, or normal for ARB/USDT perpetual futures. Regime transitions — especially compression-to-expansion — produce the most tradeable opportunities.
Live Signal Status
Live ARB/USDT perpetual futures data. Day trading mode. Refreshes every 5s.
Arbitrum Volatility Regime
Arbitrum is currently in a compression volatility regime with realized vol at 23.9% (percentile: 83). Volatility compression in ARB often precedes major breakout moves. The longer compression persists, the more violent the expansion tends to be.
Volatility metrics
| Metric | Value | Context |
|---|---|---|
| Realized Vol | 23.9% | Extremely high — potential exhaustion |
| Vol Percentile | 83th | Current vol is higher than 83% of historical readings |
| Regime | COMPRESSION | Breakout conditions forming |
| Vol-of-Vol | 35.3% | Unstable — regime change likely |
| Z-Score | +0.61 | Normal range |
| ATR(14) | $0.04 | Average true range — expected per-candle movement |
| Vol Trend | DECREASING | Volatility contracting |
Regime Transition Probability
Arbitrum's volatility category reads neutral (-4). The combination of compression regime with elevated vol-of-vol signals an imminent regime transition. Historical patterns suggest expansion follows within 1-3 trading sessions for ARB.
Signal Category Alignment
| Category | State | Score | Label |
|---|---|---|---|
| momentum | bullish | +42 | Strong Bullish |
| liquidity | bullish | +72 | Strong Bullish |
| positioning | neutral | -4 | Neutral |
| smartMoney | bullish | +31 | Bullish |
| volatility | neutral | -4 | Neutral |
Disclaimer: This analysis is generated by a quantitative system processing market data in real time. It is not financial advice. Trading Arbitrum perpetual futures involves substantial risk of loss. Past signal performance does not guarantee future results.
Related Signals
Related Education
Other Arbitrum Modules
Frequently Asked Questions
What is the ARB volatility regime?
Blackperp classifies Arbitrum volatility into three regimes: compression (below-average vol, range-bound price), normal (average vol), and expansion (above-average vol, trending price). Regime transitions — especially compression-to-expansion — often produce the most tradeable moves.
What is vol-of-vol for ARB?
Vol-of-vol measures the volatility of Arbitrum's volatility itself — how much the volatility reading is changing. High vol-of-vol signals unstable market conditions where regime changes are likely. Low vol-of-vol suggests a stable regime that may persist.
How does Blackperp's volatility percentile work for ARB?
The volatility percentile ranks current Arbitrum realized volatility against its historical distribution. A percentile of 90 means current vol is higher than 90% of historical readings. Extreme low percentiles (below 10) often precede major expansion moves.
What is the ARB z-score for volatility?
The z-score measures how many standard deviations Arbitrum's current volatility is from its mean. Scores above +2 indicate extremely high vol (potential exhaustion); below -2 indicate extremely low vol (potential breakout incoming). Blackperp uses this for regime transition detection.
Does ARB have implied volatility data?
Arbitrum does not have a liquid options market, so implied volatility is not available. Blackperp uses realized volatility, ATR, and vol-of-vol to assess the volatility regime for ARB.