Garman-Klass volatility estimator

Volatility cont.

What you will read in this post:

• Volatility estimators via First Exit Times with code

• Garman-Klass estimator with code

Introduction

We have discussed various volatility approaches, and today we will delve into the Garman-Klass volatility method. This method is widely used to estimate the volatility of financial assets, particularly in the forex market but c…