# Volatility Measures ## 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)