hpipy.utils.metrics.volatility

class hpipy.utils.metrics.volatility(index, window=3, in_place=False, smooth=False)

Bases:

Calculate the volatility of an index.

Parameters:

• index (BaseHousePriceIndex | pd.DataFrame) – Index object.

• window (int, optional) – Window for calculations. Defaults to 3.

• in_place (bool, optional) – Return index in place. Defaults to False.

• smooth (bool, optional) – Smooth the index. Defaults to False.

Returns:

Index object with volatility

calculation or DataFrame.

Return type:

BaseHousePriceIndex | pd.DataFrame

__call__(**kwargs)

Call self as a function.

__init__(**kwargs)