@railpath/finance-toolkit/dist/risk/calculateVolatility.d.ts

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

import { VolatilityOptions } from '../schemas/VolatilityOptionsSchema';
import { VolatilityResult } from '../schemas/VolatilityResultSchema';
/**
 * Calculate volatility using various methods
 *
 * @param returns Array of log returns
 * @param options Volatility calculation options
 * @returns Volatility result with value and metadata
 */
export declare function calculateVolatility(returns: number[], options: VolatilityOptions): VolatilityResult;