i'm not like other girls, they get unwanted advances in their DMs, i getpic.twitter.com/RCEQczitTl
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also apologies to the DM writer, it was funny and I hope my idea of HMMs helped!
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People always overthinking smh. Take two moving averages of abs(price change), if the fast one is above the slow one => high vol, if fast one is below => low vol (buffer it a bit to prevent flickering between both states)
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is this a serious rec or not I think the issue there would be regime instability, no?
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If the question was "how do I get an indicator of whether we are in a high vs low volatility regime" then it is absolutely a serious recommendation. If the question is something else then I misunderstood and you can ignore.
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