Rogers-Satchell Volatility Estimator

Paste one daily "open,high,low,close" bar per line to get the Rogers-Satchell (1991) volatility estimator. Unlike Parkinson and Garman-Klass, it stays accurate when price drifts over the sample, because it doesn't assume the average return is zero. Shown daily and annualized.

Educational tool only, not financial advice. Range-based estimators assume no overnight gaps or jumps. Check it against your own plan and risk rules before you trade it.

Built by Jason Parker, founder of Trading Ranges.

Built by Jason Parker, founder of Trading Ranges.