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lib/volatility/jvolty/Jvolty.md
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| **PineScript** | [jvolty.pine](jvolty.pine) |
- Jurik Volatility (JVOLTY) is the adaptive volatility component extracted from Mark Jurik's JMA algorithm.
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires 1 bar of warmup before first valid output (IsHot = true).
- **Similar:** [ATR](../atr/atr.md) | **Complementary:** JMA bands | **Trading note:** Jurik Volatility; adaptive volatility from JMA internals.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Jurik Volatility (JVOLTY) is the adaptive volatility component extracted from Mark Jurik's JMA algorithm. Unlike traditional volatility measures that treat all price movements equally, JVOLTY uses a 128-bar trimmed mean distribution to compute a robust volatility reference that rejects outliers by design. The result: a volatility measure that remains stable during flash crashes, earnings surprises, and 5-sigma events while still tracking genuine regime changes.
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- Jurik Research. (1998-2005). "JMA White Papers." *jurikres.com* (archived).
- Kositsin, Nikolay. (2007). "Digital Indicators for MetaTrader 4." *Alpari Forum Archives*.
- Wilcox, R. R. (2012). "Introduction to Robust Estimation and Hypothesis Testing." *Academic Press*. (Trimmed mean statistics)
- Wilcox, R. R. (2012). "Introduction to Robust Estimation and Hypothesis Testing." *Academic Press*. (Trimmed mean statistics)