| 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: