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QuanTAlib/lib/volatility/_index.md
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Volatility

Volatility indicators measure price volatility and range.

Indicator Full Name Description
ADR Average Daily Range
ATR Average True Range
ATRN Average True Range Normalized [0,1]
ATRP Average True Range Percent
BBW Bollinger Band Width
BBWN Bollinger Band Width Normalized
BBWP Bollinger Band Width Percentile
CCV Close-to-Close Volatility
CV Conditional Volatility
CVI Chaikin's Volatility
EWMA Exponential Weighted MA Volatility
GKV Garman-Klass Volatility
HLV High-Low Volatility
HV Historical Volatility
JVOLTY Jurik Volatility
JVOLTYN Jurik Volatility Normalized [0,1]
MASS Mass Index
NATR Normalized Average True Range
PV Parkinson Volatility
RSV Rogers-Satchell Volatility
RV Realized Volatility
RVI Relative Volatility Index
STARC Starc Bands
TR True Range
UI Ulcer Index
VOV Volatility of Volatility
VR Volatility Ratio
YZV Yang-Zhang Volatility