DEFI Activity, Stablecoins, and the Impact on Price Volatility: Part 2 [Report]

This is the second part of a series exploring key aspects of the impact on price volatility of DEFI lending and borrowing activity. In this report, we detail how we merge ETH price data with lending metrics, calculate volatility using the GK estimator, and adjust for non-stationarity. The resulting insights offer traders and risk managers a clearer, data-driven perspective on how changes in lending activity may serve as early indicators of shifts in Ethereum’s market dynamics.

Download your free copy today!