# Volatility Measures ## Single Value Input (Typically Closing Prices) - **Jurik Volatility (Volty)** - **Standard Deviation** - **RVI Relative Volatility Index** - **CMO Chande Momentum Oscillator** - **Historical Volatility** - **Average True Range (ATR) (High, Low, Close)** - Normalized ATR - 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 - Garman-Klass Volatility - Rogers-Satchell Volatility - Yang-Zhang Volatility - Parkinson Volatility (High, Low) - Chaikin Volatility (High, Low) - Keltner Channels (typically Close, High, Low) - High-Low Volatility (High, Low)