QuanTAlib/lib/volatility/todo.md

# Volatility Measures

## Single Value Input (Typically Closing Prices)

- Jurik Volatility (Volty)
- **Standard Deviation**
- **Relative Volatility Index (RVI)**
- Ulcer Index
- ARCH/GARCH Models
- Exponential Weighted Moving Average (EWMA) Volatility
- Conditional Volatility
- Volatility Ratio
- Close-to-Close Volatility
- Volatility of Volatility (VOV)
- Volatility Cone
- Bollinger Bands
- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information

## OHLC Input (Open, High, Low, Close)

- Garman-Klass Volatility
- Rogers-Satchell Volatility
- Yang-Zhang Volatility
- Parkinson Volatility (High, Low)
- Average True Range (ATR) (High, Low, Close)
- Chaikin Volatility (High, Low)
- Keltner Channels (typically Close, High, Low)
- High-Low Volatility (High, Low)