GARCH EAs, indis, scripts & libraries

GARCH – indicator MetaTrader 4

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Fractal volatily indicator based on Bollerslev Model
This a little contribution for the wonderful community. I inspired my indicator by Edgar Peters work. It is a fractal volatility indicator based on Bollerslev Model. ARMA and ARCH models could help to understand forecast. The indicator grows when the volatility of the market is high. The changes or variation can be predicted as well.

GARCH – indicator MetaTrader 5

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Fig. 1. The GARCH indicator
Andres Barale Sarti A fractal volatility indicator based on the GARCH model by Tim Bollerslev. The ARMA and ARCH models can help you understand the forecasting. The indicator goes up if the volatility is high. It can also predict the volatility changes. The indicator almost always shows high values when trends exist. Suggestions for improving