All Volatility Indicators
Calculates and collects various volatility indicators based on the provided data.
All Volatility Indicators in Python
collect_volatility_indicators is part of the Technicals module of the open-source Finance Toolkit. Install it with:
pip install financetoolkit -U
Then call collect_volatility_indicators as shown below.
from financetoolkit import Toolkit
toolkit = Toolkit(tickers=["AAPL", "MSFT"])
toolkit.technicals.collect_volatility_indicators().xs("AAPL", level=1, axis="columns")
Which returns:
| Date | Bollinger Band Upper | Bollinger Band Middle | Bollinger Band Lower | True Range |
|---|---|---|---|---|
| 2026-06-18 | 316.843 | 300.742 | 284.642 | 4.95 |
| 2026-06-22 | 315.955 | 300.078 | 284.201 | 5.66 |
| 2026-06-23 | 312.09 | 298.585 | 285.08 | 7.46 |
| 2026-06-24 | 309.328 | 297.358 | 285.388 | 6.76 |
| 2026-06-25 | 309.176 | 294.781 | 280.386 | 19.33 |
| 2026-06-26 | 306.652 | 293.098 | 279.544 | 11.74 |
| 2026-06-29 | 305.571 | 291.684 | 277.796 | 8.52 |
| 2026-06-30 | 305.53 | 291.599 | 277.667 | 9.24 |
| 2026-07-01 | 305.81 | 291.799 | 277.788 | 7.39 |
| 2026-07-02 | 309.318 | 292.727 | 276.137 | 15.74 |
Parameters
collect_volatility_indicators accepts the following parameters:
- period (str, optional): The time period to consider for historical data. Can be “daily”, “weekly”, “quarterly”, or “yearly”. Defaults to “daily”.
- window (int, optional): The window size for calculating indicators. Defaults to 14.
- close_column (str, optional): The name of the column containing the close prices. Defaults to “Adj Close”.
- rounding (int | None, optional): The number of decimals to round the results to. Defaults to 4.
- growth (bool, optional): Whether to calculate the growth of the indicator values. Defaults to False.
- lag (int | list[int], optional): The lag to use for the growth calculation.
- standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False. Defaults to 1.