  The statistical properties of the multipliers of the absolute returns are
investigated using one-minute high-frequency data of financial time series. The
multiplier distribution is found to be independent of the box size $s$ when $s$
is larger than some crossover scale, providing direct evidence of the existence
of scale invariance in financial data. The multipliers with base $a=2$ are well
approximated by a normal distribution and the most probable multiplier scales
as a power law in respect to the base $a$. We unravel that the volatility
multipliers possess multifractal nature which is independent of construction of
the multipliers, that is, the values of $s$ and $a$.
