garmanklausestimator

loxx Atualizado 

Garman & Klass Estimator Historical Volatility Bands are constructed using: Average as the middle line. Upper and lower bands using the Garman & Klass Estimator Historical Volatility (instead of "regular" Historical Volatility ) for bands calculation. What is Garman & Klaus Historical Volatility? Garman Klass is a volatility estimator that incorporates...