QuanTAlib/lib/volatility/todo.md

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)