B5 volatility & bands batch (423 -> 429) (#189)

Adds six **Volatility & Bands** indicators (Part B5 of the expansion roadmap), 423 → 429.

| Indicator | Input → Output | Summary |
|-----------|----------------|---------|
| `EwmaVolatility` | `f64` → `f64` | RiskMetrics exponentially-weighted volatility (λ decay) |
| `Garch11` | `f64` → `f64` | GARCH(1,1) conditional volatility with a long-run-variance anchor |
| `BipowerVariation` | `f64` → `f64` | jump-robust realized bipower variation (π/2 · Σ\|rₜ\|\|rₜ₋₁\|) |
| `VolatilityRatio` | `Candle` → `f64` | Schwager's true range over the EMA of prior true ranges (>2 = wide-ranging day) |
| `VolatilityCone` | `Candle` → `VolatilityConeOutput` | current realized volatility within its min/median/max envelope + percentile |
| `VolatilityOfVolatility` | `f64` → `f64` | sample stddev of a rolling realized-volatility series |

### Notes
- Two B5 roadmap items were dropped as duplicates/by-construction: `RealizedVolatility` already ships (v0.5.4); `Downside Semi-Deviation` is internal to Sortino. `Bipower Variation` confirmed distinct from `JumpIndicator` (a ±1 flag, not a variance measure).
- `VolatilityRatio` implements the widely-charted EMA-of-true-range convention (denominator excludes the current bar so the 2.0 threshold means "twice typical"), distinct from the existing pairwise `variance_ratio`.
- `Garch11` mean-reverts to `ω/(1−β)` on a flat series (does not decay to 0 like EWMA) — pinned by a dedicated test.

### Coverage / verification
- Full core + Python/Node/WASM bindings, fuzz drivers (scalar + candle), registries, CHANGELOG, README + docs counter sync.
- 100% unit-test coverage per indicator (every branch).
- Green locally: `cargo clippy --workspace --all-targets --all-features -D warnings`, core lib (3479) + doc (387), node (504), python (830).

Deep-dive docs for all six are staged for `wickra-docs` and pushed after release (gated).

fuzz/fuzz_targets/indicator_update.rs

@@ -14,7 +14,7 @@
 //! `Ema(20)`. This target now covers every scalar indicator in the catalogue.
 
 use libfuzzer_sys::fuzz_target;
-use wickra_core::{AdaptiveCycle, AdaptiveLaguerreFilter, Alma, AnchoredRsi, Apo, Autocorrelation, AverageDrawdown, BatchExt, Beta, BollingerBands, CalmarRatio, CenterOfGravity, Cfo, Cmo, CoefficientOfVariation, ConditionalValueAtRisk, ConnorsRsi, Coppock, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DerivativeOscillator, DetrendedStdDev, DisparityIndex, DoubleBollinger, Dpo, DrawdownDuration, DynamicMomentumIndex, EhlersStochastic, Ehma, ElderImpulse, Ema, EmpiricalModeDecomposition, Expectancy, Fama, FisherRsi, FisherTransform, Frama, GainLossRatio, GeneralizedDema, GeometricMa, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HtDcPhase, HtPhasor, HtTrendMode, HurstExponent, Indicator, InstantaneousTrendline, InverseFisherTransform, Jma, JumpIndicator, Kama, KellyCriterion, Kst, Kurtosis, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegIntercept, LinRegSlope, LinearRegression, LogReturn, MaEnvelope, MaType, MacdExt, MacdFix, MacdHistogram, MacdIndicator, Mama, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianMa, MidPoint, Mom, OmegaRatio, PainIndex, PearsonCorrelation, PercentageTrailingStop, Pmo, PolarizedFractalEfficiency, Ppo, PpoHistogram, ProfitFactor, Qqe, RSquared, RealizedVolatility, RecoveryFactor, RegimeLabel, RenkoTrailingStop, Rmi, Roc, Rocp, Rocr, Rocr100, RollingIqr, RollingPercentileRank, RollingQuantile, RoofingFilter, Rsi, Rsx, RviVolatility, SharpeRatio, SineWave, SineWeightedMa, Skewness, Sma, Smma, SortinoRatio, SpearmanCorrelation, StandardError, StandardErrorBands, Stc, StdDev, StepTrailingStop, StochRsi, SuperSmoother, Tema, Tii, TrendLabel, TrendStrengthIndex, Trima, Trix, Tsf, TsfOscillator, Tsi, UlcerIndex, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, WavePm, WinRate, Wma, ZScore, ZeroLagMacd, Zlema, T3};
+use wickra_core::{AdaptiveCycle, AdaptiveLaguerreFilter, Alma, AnchoredRsi, Apo, Autocorrelation, AverageDrawdown, BatchExt, Beta, BipowerVariation, BollingerBands, CalmarRatio, CenterOfGravity, Cfo, Cmo, CoefficientOfVariation, ConditionalValueAtRisk, ConnorsRsi, Coppock, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DerivativeOscillator, DetrendedStdDev, DisparityIndex, DoubleBollinger, Dpo, DrawdownDuration, DynamicMomentumIndex, EhlersStochastic, Ehma, ElderImpulse, Ema, EmpiricalModeDecomposition, EwmaVolatility, Expectancy, Fama, FisherRsi, FisherTransform, Frama, GainLossRatio, Garch11, GeneralizedDema, GeometricMa, HilbertDominantCycle, HistoricalVolatility, Hma, HoltWinters, HtDcPhase, HtPhasor, HtTrendMode, HurstExponent, Indicator, InstantaneousTrendline, InverseFisherTransform, Jma, JumpIndicator, Kama, KellyCriterion, Kst, Kurtosis, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegIntercept, LinRegSlope, LinearRegression, LogReturn, MaEnvelope, MaType, MacdExt, MacdFix, MacdHistogram, MacdIndicator, Mama, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianMa, MidPoint, Mom, OmegaRatio, PainIndex, PearsonCorrelation, PercentageTrailingStop, Pmo, PolarizedFractalEfficiency, Ppo, PpoHistogram, ProfitFactor, Qqe, RSquared, RealizedVolatility, RecoveryFactor, RegimeLabel, RenkoTrailingStop, Rmi, Roc, Rocp, Rocr, Rocr100, RollingIqr, RollingPercentileRank, RollingQuantile, RoofingFilter, Rsi, Rsx, RviVolatility, SharpeRatio, SineWave, SineWeightedMa, Skewness, Sma, Smma, SortinoRatio, SpearmanCorrelation, StandardError, StandardErrorBands, Stc, StdDev, StepTrailingStop, StochRsi, SuperSmoother, Tema, Tii, TrendLabel, TrendStrengthIndex, Trima, Trix, Tsf, TsfOscillator, Tsi, UlcerIndex, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VolatilityOfVolatility, WavePm, WinRate, Wma, ZScore, ZeroLagMacd, Zlema, T3};
 
 /// Drive a single streaming + batch run through one scalar indicator. Marked
 /// `#[inline(never)]` so a panic backtrace pin-points the specific indicator.
@@ -115,6 +115,10 @@ fuzz_target!(|data: Vec<f64>| {
     drive(|| HurstExponent::new(16, 4).unwrap(), &data);
     drive(|| LogReturn::new(1).unwrap(), &data);
     drive(|| RealizedVolatility::new(20).unwrap(), &data);
+    drive(|| EwmaVolatility::new(0.94).unwrap(), &data);
+    drive(|| Garch11::new(0.000_002, 0.1, 0.88).unwrap(), &data);
+    drive(|| BipowerVariation::new(20).unwrap(), &data);
+    drive(|| VolatilityOfVolatility::new(20, 20).unwrap(), &data);
     drive(|| RollingQuantile::new(20, 0.5).unwrap(), &data);
     drive(|| RollingIqr::new(14).unwrap(), &data);
     drive(|| RollingPercentileRank::new(14).unwrap(), &data);