How is Garman-Klass volatility different from Parkinson volatility?

Garman-Klass is more efficient because it uses all four OHLC prices, whereas Parkinson only uses the High and Low prices.

Can I compare different volatility models?

Yes, you can use the `compare_volatility_methods` tool to compare Garman-Klass, Parkinson, and Close-to-Close volatility simultaneously.

How do I identify extreme volatility events?

You can use `get_volatility_percentile` to find the percentile rank of the current volatility against historical data.

Garman-Klass Volatility Calculator MCP Connector for Claude

A+

Calculate efficient Garman-Klass volatility using OHLC data.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner

More Details Connect to Claude

This MCP server provides high-efficiency volatility estimation for quantitative finance. By utilizing the calculate_gk_volatility tool, agents can compute the Garman-Klass metric using Open, High, Low, and Close (OHLC) price arrays. This method is significantly more efficient than Parkinson volatility as it incorporates intraday price direction. Users can also use compare_volatility_methods to evaluate the efficiency of Garman-Klass against Parkinson and Close-to-Close benchmarks, or get_volatility_percentile to determine if current market turbulence is an outlier relative to historical distributions.

volatilityohlcquantitative-financegarman-klassrisk-management

Connect to Claude

Subscribe on Vinkius, then add this connector to Claude.ai or Claude Code.

① Claude.ai (web app)

Go to Settings → Connectors → Add custom connector
Paste the MCP endpoint URL below

https://edge.vinkius.com/vk_preview_HhDeXzHewwxkUE53x5VMfdGnsiRGZyjMQzMiZZQi/mcp

② Claude Code (terminal)

claude mcp add --transport http garman-klass-volatility-calculator https://edge.vinkius.com/vk_preview_HhDeXzHewwxkUE53x5VMfdGnsiRGZyjMQzMiZZQi/mcp

③ Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "garman-klass-volatility-calculator": {
      "url": "https://edge.vinkius.com/vk_preview_HhDeXzHewwxkUE53x5VMfdGnsiRGZyjMQzMiZZQi/mcp"
    }
  }
}

Get full access on Vinkius

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