Variable Volatility

Units:	-
Mode:	Output Only
Multi-band:	False
Default Value:
Validation Rule:
Key Property:	No
Description:	GARCH(1,1) volatility metric of sample values

Variable Volatility is the volatility of the actual sample values, which is calculated based on the GARCH(1,1) model using Variable Value.

See also:

• Variable Value
• Variable GARCH alpha
• Variable GARCH beta
• Variable GARCH omega