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You liked the script? Try it in the MetaTrader 5 terminal
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The GARCH indicator with the timeframe selection option available in the input parameters:
input ENUM_TIMEFRAMES TimeFrame=PERIOD_H4; // Indicator chart period (timeframe)
The indicator requires GARCH.mq5 indicator file. Place it in <terminal_data_folder>\MQL5\Indicators.

Fig. 1. The GARCH_HTF indicator
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/12568
GARCH
A fractal volatility indicator based on the GARCH model by Tim Bollerslev.
Leading_HTF_Signal
The Leading_HTF_Signal indicator shows a trend direction or a signal generated by the LeadingSign indicator.
FATL-SATL Balance
A middle line between the SATL and FATL digital trend filtering indicators.
HLR_HTF
The HighestLowestRange (HLR) indicator with the timeframe selection option available in the input parameters.