Volatility Quality Index - page 73

[Sergey Golubev]

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Volatility Expansion system!

Sergey Golubev, 2026.01.14 11:43

Building Volatility models in MQL5 (Part I): The Initial Implementation

In this article, we present an MQL5 library for modeling and forecasting volatility. The primary goal is to provide a flexible tool for specifying different types of volatility processes. These tools are accompanied by a set of analytic utilities used to quantify the quality of the constructed models. We will demonstrate the construction of various volatility processes from the ARCH and GARCH families in MQL5.