Bitcoin’s Volatility Calendar: What Dates Matter, and What Are Myths

Bitcoin's scheduled-event volatility is shorter-lived than many traders assume, according to a Bitcoin.com News analysis of nearly nine years of price data. The study found that volatility spikes immediately after announcements typically last about an hour before subsiding, with prices generally returning to near their pre-event levels. This challenges the common perception that macro events like Fed decisions and CPI releases create sustained directional risk for BTC, suggesting instead that only high-frequency traders operating on one-minute charts face meaningful exposure. The findings matter for risk management, as they imply longer-timeframe traders may be over-hedging around scheduled catalysts. What to watch next: whether upcoming events such as FOMC meetings and inflation prints confirm the pattern, and whether volatility duration shifts as institutional participation in bitcoin markets deepens.