The script is more meant as a study on the great idea by @m59 watching volatility
in a scaled way. The idea for the script came in a discussion which value fits better. It uses different values that could be used interpreting volatility
and scale it with different normalization methods to a same base. Have a look at the VCI
- "Volatility Channel Index" by @m59. It is also included an alternative (traditional with Bessel's correction) way to calculate the standard deviation based on the great work of @sclark39.