**volstats** is a lightweight Python library that provides classic and advanced OHLC-based volatility estimators for financial time series.

## Features
- Close-to-Close
- Parkinson
- Rogers-Satchell
- Garman-Klass
- Yang-Zhang
- GKYZ (Hybrid)
- EWMA (Exponential)

## Installation
```bash
pip install volstats

