RVI

lib/volatility/todo.md

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+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)
+