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Add PWMA implementation and tests; enhance documentation

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Miha Kralj
2025-12-13 20:21:21 -08:00
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lib/volatility/_index.md
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# Volatility
Volatility indicators measure price volatility and range.
| Indicator | Full Name | Description |
| :--- | :--- | :--- |
| ADR | Average Daily Range | |
| ATR | Average True Range | |
| ATRN | Average True Range Normalized [0,1] | |
| ATRP | Average True Range Percent | |
| BBW | Bollinger Band Width | |
| BBWN | Bollinger Band Width Normalized | |
| BBWP | Bollinger Band Width Percentile | |
| CCV | Close-to-Close Volatility | |
| CV | Conditional Volatility | |
| CVI | Chaikin's Volatility | |
| EWMA | Exponential Weighted MA Volatility | |
| GKV | Garman-Klass Volatility | |
| HLV | High-Low Volatility | |
| HV | Historical Volatility | |
| JVOLTY | Jurik Volatility | |
| JVOLTYN | Jurik Volatility Normalized [0,1] | |
| MASS | Mass Index | |
| NATR | Normalized Average True Range | |
| PV | Parkinson Volatility | |
| RSV | Rogers-Satchell Volatility | |
| RV | Realized Volatility | |
| RVI | Relative Volatility Index | |
| STARC | Starc Bands | |
| TR | True Range | |
| UI | Ulcer Index | |
| VOV | Volatility of Volatility | |
| VR | Volatility Ratio | |
| YZV | Yang-Zhang Volatility | |