However, those gaps which are not filled within 3 to 5 trading days, often produce large price movements in the direction of the breakout. (netpicksetfinvestor.com)
If there is large price movement within a short amount of time then volatility would be considered high. (babypips.com)
Unfortunately, some people want the volatility of having only a few stocks, as if large price movements could only exist when the market goes up. (reformedtrader.com)