💨 Price Volatility Thresholds

Settings → Devices & Services → Tibber Prices → Configure → 💨 Price Volatility

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Volatility sensors measure how much prices vary throughout the day using the Coefficient of Variation (CV) — the ratio of the standard deviation to the mean. A higher CV means more extreme price swings and greater optimization potential.

See Volatility Sensors for a full explanation of all volatility sensors and how to use them in automations.

Thresholds

These thresholds define the boundaries between volatility levels:

Level	Default CV	Meaning
Moderate	≥ 15%	Noticeable variation — some optimization potential
High	≥ 30%	Significant swings — good for timing optimization
Very High	≥ 50%	Extreme volatility — maximum optimization benefit

Days below the Moderate threshold are classified as Low volatility.

Adjusting for your market

The defaults work well for most European electricity markets. You may want to adjust if:

• Your market rarely exceeds 20% CV: Lower the Moderate threshold to 10% so you still get meaningful classifications
• Your market routinely hits 50%+ CV: Raise the Very High threshold to 70%+ to distinguish truly exceptional days

Volatility affects Trend thresholds too

The Price Trend thresholds automatically widen on high-volatility days to prevent constant state changes. Changes here indirectly affect trend sensitivity.