Market Volatility Reverts to its Mean

Periods a low volatility are usually followed by periods of high volatility, and periods of high volatility are usually followed by periods of low volatility. When a shorter-term historical volatility (HV) calculation is one-half or less of a longer-term volatility calculation, explosive market moves often follow as volatility reverts to its mean.

I have found the two best periods to compare are the 6-day HV reading vs. the 100-day HV reading (6/100) and the 10-day HV vs. the 100-day HV (10/100).