doc headers

lib/volatility/yzv/Yzv.md

@@ -1,5 +1,22 @@
 # YZV: Yang-Zhang Volatility
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Volatility                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | `period` (default 20)                      |
+| **Outputs**      | Single series (Yzv)                       |
+| **Output range** | $\geq 0$                     |
+| **Warmup**       | `period` bars                          |
+
+### TL;DR
+
+- Yang-Zhang Volatility is a sophisticated volatility estimator that combines overnight (close-to-open) returns with Rogers-Satchell intraday volatil...
+- Parameterized by `period` (default 20).
+- Output range: $\geq 0$.
+- Requires `period` bars of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "The best volatility estimator uses all the information the market gives you—overnight gaps, intraday swings, and everything in between."
 
 Yang-Zhang Volatility is a sophisticated volatility estimator that combines overnight (close-to-open) returns with Rogers-Satchell intraday volatility to capture the full spectrum of price dynamics. Unlike simple close-to-close volatility that misses overnight gaps, or purely intraday measures that ignore opening moves, Yang-Zhang provides a theoretically unbiased estimate that remains consistent whether markets gap or drift.
@@ -298,4 +315,4 @@ The implementation uses:
 - Yang, D., & Zhang, Q. (2000). "Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices." *Journal of Business*, 73(3), 477-491.
 - Rogers, L. C. G., & Satchell, S. E. (1991). "Estimating Variance from High, Low and Closing Prices." *Annals of Applied Probability*, 1(4), 504-512.
 - Parkinson, M. (1980). "The Extreme Value Method for Estimating the Variance of the Rate of Return." *Journal of Business*, 53(1), 61-65.
-- Garman, M. B., & Klass, M. J. (1980). "On the Estimation of Security Price Volatilities from Historical Data." *Journal of Business*, 53(1), 67-78.
+- Garman, M. B., & Klass, M. J. (1980). "On the Estimation of Security Price Volatilities from Historical Data." *Journal of Business*, 53(1), 67-78.