tiny fixes

This commit is contained in:
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** - Jurik Volatility (Volty)
**Relative Volatility Index (RVI)** - **Standard Deviation**
Ulcer Index - **Relative Volatility Index (RVI)**
ARCH/GARCH Models - Ulcer Index
Exponential Weighted Moving Average (EWMA) Volatility - ARCH/GARCH Models
Conditional Volatility - Exponential Weighted Moving Average (EWMA) Volatility
Volatility Ratio - Conditional Volatility
Close-to-Close Volatility - Volatility Ratio
Volatility of Volatility (VOV) - Close-to-Close Volatility
Volatility Cone - Volatility of Volatility (VOV)
Bollinger Bands - Volatility Cone
Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information - Bollinger Bands
- Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
OHLC Input (Open, High, Low, Close) ## 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)
- 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)