  Based on empirical financial time-series, we show that the "silence-breaking"
probability follows a super-universal power law: the probability of observing a
large movement is inversely proportional to the length of the on-going
low-variability period. Such a scaling law has been previously predicted
theoretically [R. Kitt, J. Kalda, Physica A 353 (2005) 480], assuming that the
length-distribution of the low-variability periods follows a multiscaling power
law.
