QuanTAlib/lib/volatility/todo.md

Volatility Measures

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)