Var form of the Parkinson range-based volatility estimator (uses high & low).
Center of mass. Exclusive with span/halflife/alpha.
Span (default smoothing parameter).
Halflife. Exclusive with com/span/alpha.
Smoothing parameter directly.
https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.
Var form of the Parkinson range-based volatility estimator (uses high & low).