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Indicators: GARCH

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Automated-Trading
Admin
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Automated-Trading  

GARCH:

A fractal volatility indicator based on the GARCH model by Tim Bollerslev.

Fig. 1. The GARCH indicator

Author: Nikolay Kositsin

Gihon
58
Gihon  

Hello Nikolay,

Have you find some improvement for this one yet? 
(I might have some ideas...)
Which indicator is best in your opinion for Volatility and on 1M TMF?

Best Regards,

Gihon

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