(values: &[f64], window: usize)
| 159 | /// `NaN` for the first `window - 1` bars; `window == 0` gives all `NaN`. Like Parkinson it |
| 160 | /// ignores overnight gaps. The name keeps mlfinlab's spelling (`get_garman_class_vol`). |
| 161 | /// |
| 162 | /// # Errors |
| 163 | /// |
| 164 | /// [`InputError`] if `high`, `low` or `close` differs in length from `open`. |
| 165 | /// |
| 166 | /// ``` |
| 167 | /// use openquant::util::volatility::get_garman_class_vol; |
| 168 | /// |
| 169 | /// let vol = get_garman_class_vol( |
no test coverage detected