VCP
Volatility Cone Projection
ORIGINALVolatility
Forward risk cone from the trailing return distribution: 90% and 50% quantile fans √h-scaled into the right margin plus the median drift path. Empirical quantiles, iid scaling — honest about both.
Inputs
| Label | Kind | Default | Range |
|---|---|---|---|
| Distribution Window | int | 200 | 50–1000 |
| Projection Bars | int | 24 | 6–120 |
Plots
| Label | Kind | Color |
|---|---|---|
| 90% Cone | band | accent2 |
| 50% Core | band | accent2 |
| Median Path | line | #8b90a8 |
ORIGINAL RESEARCH
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