QuanTAlib/lib/volatility/_index.md

Volatility

"The market is a pendulum that swings between unsustainable optimism and unjustified pessimism." — Benjamin Graham

Volatility is the pulse of the market. It measures the rate and magnitude of price changes, regardless of direction. In low volatility, markets consolidate and coil; in high volatility, they explode and trend.

These indicators don't tell you where the price is going. They tell you how scared or greedy the participants are while it gets there.

Indicator	Full Name	Description
ADR	Average Daily Range
ATR	Average True Range	The standard for measuring market "heat." Decomposes range to account for gaps.
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