D07-F06-A05 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Volatility Ratio
Is recent realized variability elevated relative to its longer baseline? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
package convention: VR=short_horizon_realized_volatility/long_horizon_realized_volatility
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7