# QuantOracle: Realized Volatility Calculator

> 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

## Facts

- Endpoint: POST https://api.quantoracle.dev/v1/stats/realized-volatility
- Price: $0.005/call
- Payment: x402
- Status: unknown
- Last checked: 2026-09-13
- Activations on Zero: 0
- Tags: x402
- Canonical page: https://www.zero.xyz/c/api-quantoracle-dev-01fa0937
- Structured record (JSON): https://api.zero.xyz/v1/capabilities/cap_5WgUrsVid6vvGkpvHQRi5

Status and success rate cover calls made through Zero and Zero's own probes. Third-party monitors may report differently.

## How to call it through Zero

Zero handles the 402 payment challenge and records the run. With the Zero CLI installed (`npm i -g @zeroxyz/cli`):

```sh
zero fetch --capability api-quantoracle-dev-01fa0937 -d '<json body>'
```

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, ...].

## When to prefer this

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.

## Known failure modes

- 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

## 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 request

```json
{
 "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
}
```

## Request schema (JSON Schema)

```json
{
 "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"
  }
 }
}
```

## More

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