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Miha Kralj
29 lines
750 B
Markdown
29 lines
750 B
Markdown
Single Value Input (Typically Closing Prices)
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Jurik Volatility (Volty)
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**Standard Deviation**
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**Relative Volatility Index (RVI)**
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Ulcer Index
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ARCH/GARCH Models
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Exponential Weighted Moving Average (EWMA) Volatility
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Conditional Volatility
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Volatility Ratio
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Close-to-Close Volatility
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Volatility of Volatility (VOV)
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Volatility Cone
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Bollinger Bands
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Stochastic Volatility: Typically modeled using closing prices, but can incorporate other price information
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OHLC Input (Open, High, Low, Close)
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Garman-Klass Volatility
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Rogers-Satchell Volatility
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Yang-Zhang Volatility
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Parkinson Volatility (High, Low)
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Average True Range (ATR) (High, Low, Close)
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Chaikin Volatility (High, Low)
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Keltner Channels (typically Close, High, Low)
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High-Low Volatility (High, Low)
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