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QuantOracle: Realized Volatility Calculator
x402
QuantOracle: Realized Volatility Calculator is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.005/call, status unknown (last checked 2026-09-13).
Computes multiple realized volatility measures (Parkinson, Yang-Zhang, Garman-Klass, Close-to-Close) from OHLC price data with annualization
Price / call$0.005
Success—
StatusUnknown
How this service works
QuantOracle: stats/realized-volatility
Output
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.
Example use cases
Example prompt
“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, ...].”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/stats/realized-volatilityWhen to prefer
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.
Side effects
- 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
Input
{
"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
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| low | — | Optional array of low prices (for Parkinson/GK/YZ) |
| high | — | Optional array of high prices (for Parkinson/GK/YZ) |
| open | — | Optional array of opening prices (for GK/YZ) |
| close | array | Array of closing prices |
| annualization_factor | integer | Trading days per year |
Output
{
"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
}Tags
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