Garman Klass Yang Zhang extension / Garman Klass (Multi Symbol)

I converted this based on this page .
Historical-Volatility-Estimators by Balipour
https://www.tradingview.com/script/nT8O ... ators-pig/

This estimator can easily respond to sudden price movements.(Overnight Jump or Gap)
However, if no jump occurs, the performance is the same as conventional Garman Klass estimator.
If you want to use the conventional Garman Klass estimator, please set it in the options.


[Notes]
Percentile Rank is a heavy processing.
So please select it when necessary, and limit the number of bars to calculate.

original published paper:
2023/01/17
The file name was changed because the name was not unified.