SVResult.volatility# property SVResult.volatility: NDArray[float64][source]# Smoothed volatility exp(h_t / 2), (n,). Example >>> import numpy as np >>> rng = np.random.default_rng(0) >>> res = SV(rng.standard_normal(200), mean="zero").fit() >>> bool(np.allclose(res.volatility**2, np.exp(res.log_variance))) True
