# Volatility

> ATR, bands and squeezes, volatility estimators, and regime compression.

Volatility indicators measure how much price moves while setting direction aside. That one number carries a lot of weight: it sizes stops and positions, normalizes signals across markets and timeframes, draws adaptive bands around price, and flags when a quiet market may be winding up for a move.

The family divides along practical lines. ATR and its offshoots turn range into a workable unit of risk. Band and channel systems put volatility on the chart itself. Statistical estimators compute it more rigorously from open, high, low, and close data. Regime tools classify whether conditions are compressing or expanding, resting on the well-documented tendency of volatility to run in alternating quiet and active phases, though compression says nothing about which way the eventual break will go.

## ATR family

Average True Range and its direct extensions, from ATR bands to ATR-based stop distances, all resting on a range calculation that counts gaps as part of a bar's travel.

- [ATR](https://www.luxalgo.com/library/concept/atr.md): 3 implementations
- [ATR Bands](https://www.luxalgo.com/library/concept/atr-bands.md): 1 implementations
- [ATR Expansion/contraction](https://www.luxalgo.com/library/concept/atr-expansion-contraction.md): 1 implementations
- [ATR-based Stop Distance](https://www.luxalgo.com/library/concept/atr-based-stop-distance.md): 1 implementations

## Band & channel systems

Bands and channels drawn around price, from standard-deviation Bollinger Bands to ATR-based Keltner Channels and high-low Donchian Channels, that make expansion, contraction, and squeeze setups visible at a glance.

- [Donchian Channels](https://www.luxalgo.com/library/concept/donchian-channels.md): 3 implementations
- [Envelope](https://www.luxalgo.com/library/concept/envelope.md): 3 implementations
- [Bollinger Bands](https://www.luxalgo.com/library/concept/bollinger-bands.md): 2 implementations
- [%B](https://www.luxalgo.com/library/concept/percent-b.md): 1 implementations
- [BandWidth](https://www.luxalgo.com/library/concept/bandwidth.md): 1 implementations
- [Bollinger Squeeze](https://www.luxalgo.com/library/concept/bollinger-squeeze.md): 1 implementations
- [Band Walk](https://www.luxalgo.com/library/concept/band-walk.md): 1 implementations
- [Bollinger Band Tag Reversion](https://www.luxalgo.com/library/concept/bollinger-band-tag-reversion.md): 1 implementations
- [Double Bollinger Zones](https://www.luxalgo.com/library/concept/double-bollinger-zones.md): 1 implementations
- [Fibonacci Bollinger Bands](https://www.luxalgo.com/library/concept/fibonacci-bollinger-bands.md): 1 implementations
- [Keltner Channels](https://www.luxalgo.com/library/concept/keltner-channels.md): 1 implementations
- [TTM Squeeze](https://www.luxalgo.com/library/concept/ttm-squeeze.md): 1 implementations
- [Squeeze Release Direction](https://www.luxalgo.com/library/concept/squeeze-release-direction.md): 1 implementations
- [Donchian Width](https://www.luxalgo.com/library/concept/donchian-width.md): 1 implementations
- [STARC Bands](https://www.luxalgo.com/library/concept/starc-bands.md): 1 implementations
- [Acceleration Bands](https://www.luxalgo.com/library/concept/acceleration-bands.md): 1 implementations
- [Projection Bands](https://www.luxalgo.com/library/concept/projection-bands.md): 1 implementations

## Volatility estimators

Statistical measures of how much price actually varied, from simple close-to-close returns to formulas like Parkinson, Garman-Klass, and Yang-Zhang that draw extra information from the high-low range or the full open-high-low-close bar.

- [Volatility Estimators](https://www.luxalgo.com/library/concept/volatility-estimators.md): 1 implementations
- [Close-to-close Historical Volatility](https://www.luxalgo.com/library/concept/close-to-close-historical-volatility.md): 1 implementations
- [EWMA Volatility](https://www.luxalgo.com/library/concept/ewma-volatility.md): 1 implementations
- [Parkinson Estimator](https://www.luxalgo.com/library/concept/parkinson-estimator.md): 1 implementations
- [Garman-Klass Estimator](https://www.luxalgo.com/library/concept/garman-klass-estimator.md): 1 implementations
- [Rogers-Satchell Estimator](https://www.luxalgo.com/library/concept/rogers-satchell-estimator.md): 1 implementations
- [Yang-Zhang Estimator](https://www.luxalgo.com/library/concept/yang-zhang-estimator.md): 1 implementations
- [Garman-Klass–Yang-Zhang Hybrid](https://www.luxalgo.com/library/concept/garman-klass-yang-zhang-hybrid.md): 1 implementations
- [Jump Detection](https://www.luxalgo.com/library/concept/jump-detection.md): 1 implementations
- [Volatility Signature Plot](https://www.luxalgo.com/library/concept/volatility-signature-plot.md): 1 implementations
- [Volatility of Volatility](https://www.luxalgo.com/library/concept/volatility-of-volatility.md): 1 implementations
- [Volatility Percentile/rank](https://www.luxalgo.com/library/concept/volatility-percentile-rank.md): 1 implementations
- [Volatility Cones](https://www.luxalgo.com/library/concept/volatility-cones.md): 1 implementations
- [Relative Volatility Index](https://www.luxalgo.com/library/concept/relative-volatility-index.md): 1 implementations
- [Chaikin Volatility](https://www.luxalgo.com/library/concept/chaikin-volatility.md): 1 implementations
- [Mass Index](https://www.luxalgo.com/library/concept/mass-index.md): 1 implementations
- [Ulcer Index](https://www.luxalgo.com/library/concept/ulcer-index.md): 1 implementations
- [Volatility Ratio](https://www.luxalgo.com/library/concept/volatility-ratio.md): 1 implementations
- [Standard-deviation Channel Width](https://www.luxalgo.com/library/concept/standard-deviation-channel-width.md): 1 implementations
- [GARCH-family Clustering](https://www.luxalgo.com/library/concept/garch-family-clustering.md): 1 implementations
- [Kase Studies](https://www.luxalgo.com/library/concept/kase-studies.md): 1 implementations
- [The Range Indicator](https://www.luxalgo.com/library/concept/the-range-indicator.md): 1 implementations
- [SVE Bands](https://www.luxalgo.com/library/concept/sve-bands.md): 1 implementations
- [Realized Volatility](https://www.luxalgo.com/library/concept/realized-volatility.md): reference entry
- [Volatility Term Structure](https://www.luxalgo.com/library/concept/volatility-term-structure.md): reference entry

## Regime & compression

Classification tools such as the Choppiness Index and narrow-range patterns that judge whether a market is coiling or already moving, since traders treat tight compression as the setup for eventual expansion.

- [Range Expansion/contraction](https://www.luxalgo.com/library/concept/range-expansion-contraction.md): 2 implementations
- [Choppiness Index](https://www.luxalgo.com/library/concept/choppiness-index.md): 1 implementations
- [NR4/NR7 Narrow-range Bars](https://www.luxalgo.com/library/concept/nr4-nr7-narrow-range-bars.md): 1 implementations
- [Volatility Contraction Pattern](https://www.luxalgo.com/library/concept/volatility-contraction-pattern.md): 1 implementations
- [Gap-volatility Relation](https://www.luxalgo.com/library/concept/gap-volatility-relation.md): 1 implementations
- [Damiani Volatmeter](https://www.luxalgo.com/library/concept/damiani-volatmeter.md): 1 implementations
- [Waddah Attar Explosion](https://www.luxalgo.com/library/concept/waddah-attar-explosion.md): 1 implementations
- [Volatility Switch](https://www.luxalgo.com/library/concept/volatility-switch.md): 1 implementations
- [Volatility Regime Classification](https://www.luxalgo.com/library/concept/volatility-regime-classification.md): build pending
- [Weekend/overnight Volatility Profile](https://www.luxalgo.com/library/concept/weekend-overnight-volatility-profile.md): build pending
- [Event-driven Volatility](https://www.luxalgo.com/library/concept/event-driven-volatility.md): build pending

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Source: https://www.luxalgo.com/library/family/volatility/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/