THE FINTECH BUILDER · SYNTHETIC LEARNING LAB

Garman-Klass Volatility

See the range term and body correction under valid OHLC geometry.

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Keyboard: Tab to a control; native arrow keys change sliders. Alt + Right steps, Alt + Left goes back. Reduced-motion Play advances one state only.

  1. 1. Measure log range and body
  2. 2. Half of squared log range
  3. 3. Subtract weighted squared body
  4. 4. Check nonnegative contribution

Calculated history

Calculated stateValues from the current input prefix, not a decorative trace.
● Selected experiment┄ Canonical parameters / same cutoff

Result and diagnostics

v=A mean(0.5 ln(H/L)²-(2 ln(2)-1) ln(C/O)²)

Calculation trace

Exact current output (JSON)


Input audit
Only the shown information prefix is supplied to the calculation. Synthetic fixture; no live market data or fitted performance claim.
Exact input supplied to the reference engine