{"uid":"cap_5WgUrsVid6vvGkpvHQRi5","slug":"api-quantoracle-dev-01fa0937","name":"QuantOracle: Realized Volatility Calculator","description":"QuantOracle: stats/realized-volatility","url":"https://api.quantoracle.dev/v1/stats/realized-volatility","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"low":{"anyOf":[{"type":"array","items":{"type":"number"}},{"type":"null"}],"title":"Low","description":"Optional array of low prices (for Parkinson/GK/YZ)"},"high":{"anyOf":[{"type":"array","items":{"type":"number"}},{"type":"null"}],"title":"High","description":"Optional array of high prices (for Parkinson/GK/YZ)"},"open":{"anyOf":[{"type":"array","items":{"type":"number"}},{"type":"null"}],"title":"Open","description":"Optional array of opening prices (for GK/YZ)"},"close":{"type":"array","items":{"type":"number"},"title":"Close","minItems":5,"description":"Array of closing prices"},"annualization_factor":{"type":"integer","title":"Annualization Factor","default":252,"description":"Trading days per year"}}},"responseSchema":null,"example":{"request":{"low":[410.1,413.5,411.8,414.2,412.9,415.7,414.1,416.8,415.3,417.9,416.5,419.2,418.1,420.8,419.7,422.5,421.3,424.1,422.9,425.6,424.1,426.9,425.8,428.5,427.2,430.1,429,432.1,430.9,433.8],"high":[416,417.8,415.5,418.3,417.2,419.6,418.1,420.5,419.3,422.1,420.8,423.2,422.5,425.1,424.3,426.9,425.7,428.3,427.2,429.8,428.5,431.2,430.3,432.9,431.8,434.5,433.2,436.8,435.6,438.3],"open":[411,414,412.5,415.3,413.8,416.5,415.1,417.8,416.2,418.9,417.5,420.1,419.3,421.9,420.8,423.5,422.1,424.8,423.5,426.2,424.9,427.6,426.5,429.2,428.1,430.8,429.6,432.9,431.8,434.5],"close":[412.5,415.2,413.8,416.1,414.9,417.3,415.6,418.2,416.8,419.5,418.1,420.3,419.7,422.1,421.4,423.8,422.5,425.2,424.1,426.7,425.3,428.1,427.2,429.8,428.6,431.2,430.1,433.5,432.3,435.1],"annualization_factor":252},"response":{"n":30,"ms":13.84,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","powered_by":"QuantOracle"},"parkinson":0.0978,"yang_zhang":0.1181,"garman_klass":0.1141,"close_to_close":0.072,"annualization_factor":252,"close_to_close_daily":0.004535}},"exampleRequest":{"low":[410.1,413.5,411.8,414.2,412.9,415.7,414.1,416.8,415.3,417.9,416.5,419.2,418.1,420.8,419.7,422.5,421.3,424.1,422.9,425.6,424.1,426.9,425.8,428.5,427.2,430.1,429,432.1,430.9,433.8],"high":[416,417.8,415.5,418.3,417.2,419.6,418.1,420.5,419.3,422.1,420.8,423.2,422.5,425.1,424.3,426.9,425.7,428.3,427.2,429.8,428.5,431.2,430.3,432.9,431.8,434.5,433.2,436.8,435.6,438.3],"open":[411,414,412.5,415.3,413.8,416.5,415.1,417.8,416.2,418.9,417.5,420.1,419.3,421.9,420.8,423.5,422.1,424.8,423.5,426.2,424.9,427.6,426.5,429.2,428.1,430.8,429.6,432.9,431.8,434.5],"close":[412.5,415.2,413.8,416.1,414.9,417.3,415.6,418.2,416.8,419.5,418.1,420.3,419.7,422.1,421.4,423.8,422.5,425.2,424.1,426.7,425.3,428.1,427.2,429.8,428.6,431.2,430.1,433.5,432.3,435.1],"annualization_factor":252},"tags":["x402"],"displayCostAmount":"0.005","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_eRi7PNuibGN7Y9EE563uO","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes multiple realized volatility measures (Parkinson, Yang-Zhang, Garman-Klass, Close-to-Close) from OHLC price data with annualization","exampleAgentPrompt":"Calculate realized volatility for these 30 days of BTC OHLC prices using an annualization factor of 252 and give me the Parkinson, Yang-Zhang, Garman-Klass, and close-to-close estimates: opens [411, 414, ...], highs [416, 417.8, ...], lows [410.1, 413.5, ...], closes [412.5, 415.2, ...].","exampleUseCases":null,"resultDescription":"Returns an object containing the number of observations (n), computation latency in ms, and four realized volatility estimates (parkinson, yang_zhang, garman_klass, close_to_close) all annualized, plus close_to_close_daily for the per-period raw value and the annualization_factor used.","failureModes":["Mismatched array lengths for open/high/low/close — returns validation error","Insufficient data points (too few bars) — may return error or unreliable estimates","Missing required arrays — API returns error indicating which fields are absent","Invalid annualization_factor (e.g. zero or negative) — computation error","Non-numeric values in price arrays — parsing or validation error"],"whenToPreferThis":"Use this endpoint when you need multiple institutional-grade realized volatility estimators computed simultaneously from OHLC bar data. Prefer over close-to-close-only approaches when intrabar high/low data is available, as Parkinson, Garman-Klass, and Yang-Zhang estimators are statistically more efficient. Ideal for options pricing, risk systems, and volatility surface calibration where a single volatility figure is insufficient.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T18:45:02.849Z","isFirstParty":false}