What(if any) days of the week/month year, are reliably volatile days?

I'm looking for statistics showing certain days of the year, say QQQ is volatile up or down, I don't care which way, just that it's not flat.

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CPI data day? Day before or after a long weekend or a normal weekend?

Any info that says ie friday to mondays average 2% change

long weekends 3%, 4% cpi data release date etc.?