doc headers

lib/volatility/jvoltyn/Jvoltyn.md

@@ -1,5 +1,22 @@
 # JVOLTYN: Normalized Jurik Volatility
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Volatility                        |
+| **Inputs**       | Source (close)                          |
+| **Parameters**   | `period`                      |
+| **Outputs**      | Single series (Jvoltyn)                       |
+| **Output range** | $\geq 0$                     |
+| **Warmup**       | 1 bar                          |
+
+### TL;DR
+
+- Normalized Jurik Volatility (JVOLTYN) maps the raw JVOLTY dynamic exponent to a 0-100 scale.
+- Parameterized by `period`.
+- Output range: $\geq 0$.
+- Requires 1 bar of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "When you need to compare apples to apples, normalize your volatility—0 is calm, 100 is chaos."
 
 Normalized Jurik Volatility (JVOLTYN) maps the raw JVOLTY dynamic exponent to a 0-100 scale. While JVOLTY outputs values in the range [1, logParam] (where logParam is period-dependent), JVOLTYN transforms this to a universal scale where 0 represents minimum volatility and 100 represents maximum volatility. This normalization enables direct comparison across different periods and instruments.
@@ -212,4 +229,4 @@ public Jvoltyn(int period = 14)
 ## References
 
 - Jurik Research. (1998-2005). "JMA White Papers." *jurikres.com* (archived).
-- QuanTAlib. "JVOLTY: Jurik Volatility." [Documentation](../jvolty/Jvolty.md).
+- QuanTAlib. "JVOLTY: Jurik Volatility." [Documentation](../jvolty/Jvolty.md).