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Miha Kralj
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lib/volatility/jvoltyn/Jvoltyn.md
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| **PineScript** | [jvoltyn.pine](jvoltyn.pine) |
- 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).
- **Similar:** [JVolty](../jvolty/jvolty.md) | **Complementary:** Normalized comparison | **Trading note:** Normalized Jurik Volatility; percentage-based.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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.
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## 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).