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Introduced new documentation files covering various configuration aspects such as chart data export, currency display, general settings, peak price periods, price levels, price ratings, price trends, and volatility. Each section provides detailed explanations of settings, their impacts, and migration guidance for legacy features. Impact: Users gain clear guidance on configuring the Tibber Prices integration, enhancing usability and understanding of features. ### Notes - New files include config-chart-export.md, config-currency.md, config-general.md, config-peak-price.md, config-price-level.md, config-price-rating.md, config-price-trend.md, config-runtime-overrides.md, and config-volatility.md. - Updated sidebar for improved navigation within the documentation.
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| sidebar_label |
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| 💨 Price Volatility |
💨 Price Volatility Thresholds
Settings → Devices & Services → Tibber Prices → Configure → 💨 Price Volatility
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
:::tip 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. :::