tiny fixes

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Miha Kralj
2024-10-08 18:48:19 -07:00
parent 14ec3cd2b0
commit ae4088e76d
+24 -24
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Single Value Input (Typically Closing Prices)
# Volatility Measures
Jurik Volatility (Volty)
## Single Value Input (Typically Closing Prices)
**Standard Deviation**
**Relative Volatility Index (RVI)**
Ulcer Index
ARCH/GARCH Models
Exponential Weighted Moving Average (EWMA) Volatility
Conditional Volatility
Volatility Ratio
Close-to-Close Volatility
Volatility of Volatility (VOV)
Volatility Cone
Bollinger Bands
Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
- Jurik Volatility (Volty)
- **Standard Deviation**
- **Relative Volatility Index (RVI)**
- Ulcer Index
- ARCH/GARCH Models
- Exponential Weighted Moving Average (EWMA) Volatility
- Conditional Volatility
- Volatility Ratio
- Close-to-Close Volatility
- Volatility of Volatility (VOV)
- Volatility Cone
- Bollinger Bands
- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
OHLC Input (Open, High, Low, Close)
Garman-Klass Volatility
Rogers-Satchell Volatility
Yang-Zhang Volatility
Parkinson Volatility (High, Low)
Average True Range (ATR) (High, Low, Close)
Chaikin Volatility (High, Low)
Keltner Channels (typically Close, High, Low)
High-Low Volatility (High, Low)
## OHLC Input (Open, High, Low, Close)
- Garman-Klass Volatility
- Rogers-Satchell Volatility
- Yang-Zhang Volatility
- Parkinson Volatility (High, Low)
- Average True Range (ATR) (High, Low, Close)
- Chaikin Volatility (High, Low)
- Keltner Channels (typically Close, High, Low)
- High-Low Volatility (High, Low)