volatility
Read-onlyIdempotent
Calculate Bollinger Bands, Keltner/Donchian Channels, True Range, ATR, Supertrend, and a cone directly from price data—no separate price fetch needed.
Instructions
Volatility technical indicators (Bollinger Bands, Keltner Channels, Donchian Channels, True Range, Average True Range, Supertrend, volatility cone). Applied to price data automatically — no need to fetch prices first. Each indicator needs its window of history before it produces values, so the first periods after start_date can be empty and quarterly or yearly periods with long windows can be empty on short histories; start earlier to warm up. Requires tickers='AAPL' — use comma-separated values for multiple tickers.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lag | No | Number of periods to lag when computing growth rates. | |
| limit | No | The rows to return, like head and tail: 5 for the first five, -5 for the last five (the most recent of a time series). A table with its periods as columns (financial statements, ratios) keeps its first or last periods instead. For ETF holdings the largest (or, negative, the smallest) by weight, and for a list (e.g. news or a screener) its length. | |
| growth | No | Return period-over-period growth rates instead of absolute values. | |
| period | No | Observation frequency, e.g. 'daily', 'weekly', 'monthly', 'quarterly', or 'annual' (supported values differ per method). | daily |
| window | No | The number of periods the indicator looks back over, e.g. 14 or 20. Leave unset to use the default of the indicator you selected. Defaults are 14 for get_average_true_range, get_bollinger_bands; 20 for get_donchian_channels, get_keltner_channels; 10 for get_supertrend. | |
| tickers | No | Comma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'. | |
| windows | No | The rolling windows (in periods) to calculate realized volatility for. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-10-27 |
| indicator | Yes | Name of the specific metric to calculate, one of the listed values. Required — search_metrics finds the indicator (and its tool) for a metric by name. | |
| quarterly | No | Return quarterly data instead of annual when True. | |
| atr_window | No | Number of periods for ATR calculation. | |
| multiplier | No | Multiplier applied to the Average True Range to determine how far the bands sit from the median price. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-10-28 |
| num_std_dev | No | Number of standard deviations for the bands. | |
| standardize | No | Return the Z-Score (standard score) instead of the raw values, i.e. how many standard deviations each value is from the mean of its own series. When combined with growth=True, the growth values are standardized instead of the raw values. | |
| close_column | No | The column name for closing prices in the historical data. | Adj Close |
| show_columns | No | Comma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage. | |
| atr_multiplier | No | Multiplier for ATR to determine channel width. | |
| benchmark_ticker | No | Ticker used as the market benchmark, e.g. 'SPY' or '^GSPC'. | SPY |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |