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30 lines
867 B
Markdown
30 lines
867 B
Markdown
# Volatility Measures
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## Single Value Input (Typically Closing Prices)
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- **Jurik Volatility (Volty)**
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- **Standard Deviation**
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- **RVI Relative Volatility Index**
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- **CMO Chande Momentum Oscillator**
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- **Historical Volatility**
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- **Average True Range (ATR) (High, Low, Close)**
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- Normalized ATR
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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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- 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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- 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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