Single Value Input (Typically Closing Prices) 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)