Volatility Regime Classification

Volatility Regime Classification identifies whether markets are operating under compression, transition, or expansion phases of volatility. It evaluates realized and implied volatility across equities, crypto, and credit markets. Leverage buildup relative to volatility baselines is incorporated into regime assessment. Cross-asset volatility synchronization is measured to detect systemic stress. Structural shifts between stable and unstable volatility environments are mapped historically. The purpose is to contextualize risk exposure within prevailing volatility conditions.