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A股波动率分析/GARCH建模。当用户说"波动率"、"volatility"、"GARCH"、"波动率锥"、"历史波动率"、"隐含波动率"、"HV"、"IV"、"波动率分位"、"XX波动率多少"、"波动率高吗"时触发。分析个股/指数的历史波动率、波动率锥、GARCH预测、隐含波动率对比，辅助判断当前波动率水平和未来波动率趋势。支持研报风格（formal）和快速查看风格（brief）。
Apache-2.0Auto-check passed
Install A Share Volatility
$ npx skills add aifinlab/FinClaw --skill a-share-volatility -a claude-codeProject install by default; add -g for ~/.claude/skills/.
$ gh skill install aifinlab/FinClaw a-share-volatility --agent claude-codeProject scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .claude/skills && cp -r skills-src/skills/a-share-volatility .claude/skills/a-share-volatility && rm -rf skills-srcUse ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.
Claude Code skills documentation · loads skills from .claude/skills/
Install the "a-share-volatility" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-volatility into .claude/skills/a-share-volatility/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-volatility", then confirm the skill loads.Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$skill-installer install https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-volatilityType this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.
$ npx skills add aifinlab/FinClaw --skill a-share-volatility -a codexProject install goes to .agents/skills/; add -g for ~/.codex/skills/.
$ gh skill install aifinlab/FinClaw a-share-volatility --agent codexProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .agents/skills && cp -r skills-src/skills/a-share-volatility .agents/skills/a-share-volatility && rm -rf skills-srcUse ~/.agents/skills/ instead of .agents/skills for a personal install.
Codex skills documentation · loads skills from .agents/skills/
Install the "a-share-volatility" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-volatility into .agents/skills/a-share-volatility/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-volatility", then confirm the skill loads.Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add aifinlab/FinClaw --skill a-share-volatility -a cursorProject install goes to .agents/skills/; add -g for ~/.cursor/skills/.
$ gh skill install aifinlab/FinClaw a-share-volatility --agent cursorProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/skills/a-share-volatility .cursor/skills/a-share-volatility && rm -rf skills-srcUse ~/.cursor/skills/ instead of .cursor/skills for a personal install.
Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/
Install the "a-share-volatility" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-volatility into .cursor/skills/a-share-volatility/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-volatility", then confirm the skill loads.Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gemini skills install https://github.com/aifinlab/FinClaw.git --path skills/a-share-volatility--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.
$ npx skills add aifinlab/FinClaw --skill a-share-volatility -a gemini-cliProject install goes to .agents/skills/; add -g for ~/.gemini/skills/.
$ gh skill install aifinlab/FinClaw a-share-volatility --agent gemini-cliProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/skills/a-share-volatility .gemini/skills/a-share-volatility && rm -rf skills-srcUse ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.
Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/
Install the "a-share-volatility" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-volatility into .gemini/skills/a-share-volatility/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-volatility", then confirm the skill loads.Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ gh skill install aifinlab/FinClaw a-share-volatilityInstalls for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).
$ npx skills add aifinlab/FinClaw --skill a-share-volatility -a github-copilotProject install goes to .agents/skills/; add -g for ~/.copilot/skills/.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .github/skills && cp -r skills-src/skills/a-share-volatility .github/skills/a-share-volatility && rm -rf skills-srcUse ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.
GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/
Install the "a-share-volatility" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-volatility into .github/skills/a-share-volatility/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-volatility", then confirm the skill loads.GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
$ npx skills add aifinlab/FinClaw --skill a-share-volatility -a opencodeOpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.
$ gh skill install aifinlab/FinClaw a-share-volatility --agent opencodeProject scope by default (.agents/skills/); add --scope user for a personal install.
$ git clone --depth 1 https://github.com/aifinlab/FinClaw.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/skills/a-share-volatility .opencode/skills/a-share-volatility && rm -rf skills-srcUse ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.
OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/
Install the "a-share-volatility" agent skill from https://github.com/aifinlab/FinClaw/tree/main/skills/a-share-volatility into .opencode/skills/a-share-volatility/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "a-share-volatility", then confirm the skill loads.OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.
Facts
- Skill name
a-share-volatility- GitHub stars
- 254
- Token cost
- ~781 tokens
- SKILL.md length
- 241 words
- Files
- 3 (incl. scripts, references)
- Skills in repo
- 74
- Repo updated
- First seen
- Licence
- Apache-2.0
At a glance
A股波动率分析/GARCH建模。当用户说"波动率"、"volatility"、"GARCH"、"波动率锥"、"历史波动率"、"隐含波动率"、"HV"、"IV"、"波动率分位"、"XX波动率多少"、"波动率高吗"时触发。分析个股/指数的历史波动率、波动率锥、GARCH预测、隐含波动率对比，辅助判断当前波动率水平和未来波动率趋势。支持研报风格（formal）和快速查看风格（brief）。
- Works in 4 steps: 获取近 2 年日线 K 线数据（OHLCV） → 计算对数收益率：r_t = ln(Close_t / Close_{t-1}) → 获取实时行情确认最新价格 → …
- Runs Python scripts from its folder; calls python
What it does
A Share Volatility is an agent skill from aifinlab/FinClaw. A股波动率分析/GARCH建模。当用户说"波动率"、"volatility"、"GARCH"、"波动率锥"、"历史波动率"、"隐含波动率"、"HV"、"IV"、"波动率分位"、"XX波动率多少"、"波动率高吗"时触发。分析个股/指数的历史波动率、波动率锥、GARCH预测、隐含波动率对比，辅助判断当前波动率水平和未来波动率趋势。支持研报风格（formal）和快速查看风格（brief）。
Its SKILL.md is about 780 tokens, which your agent loads only when the skill is triggered. The skill folder holds 4 other files, including scripts and reference files (for example `references/volatility-guide.md` and `scripts/volatility_analyzer.py`).
The licence is Apache-2.0.
Example prompts
- “volatility”
- “XX波动率多少”
- “/a-share-volatility”
Requirements
- Python 3
Workflow steps
4 steps, taken from the first numbered list in SKILL.md.
- 获取近 2 年日线 K 线数据（OHLCV）
- 计算对数收益率：r_t = ln(Close_t / Close_{t-1})
- 获取实时行情确认最新价格
- 运行 volatility_analyzer.py 获取完整波动率分析结果
What it can do on your machine
Read from SKILL.md and the folder at commit 9e62862. It shows what the files ask for, not the result of running them.
Tool permissions
Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.
From allowed-tools in the SKILL.md frontmatter.
Runs code
Ships 1 file in scripts/ (Python), which the agent can run.
Shell commands in SKILL.md call:
python
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Credentials
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.
Context cost
A Share Volatility loads about 781 tokens when it runs, and up to ~2.5k if it reads all its reference files. Until then it costs about 53 tokens; SKILL.md has 241 words of instructions outside code blocks.
Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.
Safety
Auto-check passed
The automated check found no risky patterns in SKILL.md.
Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); the scripts in this folder are not scanned.
SKILL.md
The full file from aifinlab/FinClaw at commit 9e62862, republished under its Apache-2.0 licence (© aifinlab). 241 words, ~781 tokens.
Download SKILL.mdSave it as
.claude/skills/a-share-volatility/SKILL.md (or your agent's skills folder). This skill also uses 2 other files; get the full folder from GitHub.- name
- a-share-volatility
- description
- A股波动率分析/GARCH建模。当用户说"波动率"、"volatility"、"GARCH"、"波动率锥"、"历史波动率"、"隐含波动率"、"HV"、"IV"、"波动率分位"、"XX波动率多少"、"波动率高吗"时触发。分析个股/指数的历史波动率、波动率锥、GARCH预测、隐含波动率对比，辅助判断当前波动率水平和未来波动率趋势。支持研报风格（formal）和快速查看风格（brief）。
数据源
SCRIPTS="$SKILLS_ROOT/cn-stock-data/scripts"
VOL_SCRIPTS="$SKILLS_ROOT/a-share-volatility/scripts"
# 日线 K 线（近 2 年，用于波动率锥和 GARCH 拟合）
python "$SCRIPTS/cn_stock_data.py" kline --code [CODE] --freq daily --start [2年前日期]
# 实时行情
python "$SCRIPTS/cn_stock_data.py" quote --code [CODE]
# 波动率一键分析（HV多窗口 + 波动率锥 + GARCH预测 + EWMA）
python "$VOL_SCRIPTS/volatility_analyzer.py" --code [CODE] --start [2年前日期]
# 期权隐含波动率（仅限有期权的标的：50ETF/300ETF/个股期权）
# 通过 akshare 获取期权数据
python -c "import akshare as ak; df=ak.option_sse_greeks_sina(symbol='510050'); print(df[['IV']].describe())"Workflow (5 steps):
Step 1: 数据获取与预处理
- 获取近 2 年日线 K 线数据（OHLCV）
- 计算对数收益率：r_t = ln(Close_t / Close_{t-1})
- 获取实时行情确认最新价格
- 运行
volatility_analyzer.py获取完整波动率分析结果
Step 2: 历史波动率计算（多窗口） 计算 5 个滚动窗口的年化历史波动率：
| 窗口 | 用途 | 说明 |
|---|---|---|
| HV5 | 超短期波动 | 反映近一周波动 |
| HV10 | 短期波动 | 反映近两周波动 |
| HV20 | 月度波动 | 最常用，对应期权月到期 |
| HV60 | 季度波动 | 中期波动水平 |
| HV120 | 半年波动 | 长期波动基准 |
计算方法（Close-to-Close）：
- HV_N = std(r_t, window=N) * sqrt(252) * 100（百分比形式）
补充方法（如果有高开低收数据）：
- Parkinson 波动率：利用最高价/最低价，HV_park = sqrt(1/(4N*ln2) * sum(ln(H/L)^2)) * sqrt(252)
- Yang-Zhang 波动率：综合开盘跳空 + 日内波动，更准确
Step 3: 波动率锥构建 对每个窗口，计算历史上所有滚动 HV 值的分位数分布：
| 分位数 | 含义 |
|---|---|
| P95 | 极高波动（历史 95% 分位） |
| P75 | 偏高波动 |
| P50 | 中位数（典型水平） |
| P25 | 偏低波动 |
| P05 | 极低波动（历史 5% 分位） |
当前 HV 在锥中的位置：
- 高于 P75 → 波动率偏高，可能回归
- P25-P75 → 正常区间
- 低于 P25 → 波动率偏低，可能扩张
波动率锥呈现方式：以窗口为横轴、波动率为纵轴，各分位线形成"锥形"，当前值标注在对应位置。
Step 4: GARCH(1,1) 拟合与预测
使用 arch 库拟合 GARCH(1,1) 模型（不可用时 fallback 到 EWMA）：
GARCH(1,1) 模型：
- sigma_t^2 = omega + alpha * r_{t-1}^2 + beta * sigma_{t-1}^2
- 长期方差 = omega / (1 - alpha - beta)
- alpha：短期冲击敏感度（越大越受近期波动影响）
- beta：波动率持续性（越大波动聚集越强）
- alpha + beta → 1：波动率持续性极强
GARCH 预测输出：
- 未来 5/10/20 日波动率预测值
- 向长期均值收敛的速度
- 参数解读（alpha/beta/omega）
EWMA 备选（lambda=0.94, RiskMetrics 标准）：
- sigma_t^2 = lambda * sigma_{t-1}^2 + (1-lambda) * r_{t-1}^2
Step 5: HV vs IV 对比（如有期权数据） 仅限有期权的标的（50ETF/300ETF 等）：
- 如果 IV > HV：期权定价偏贵，适合卖方策略
- 如果 IV < HV：期权定价偏低，适合买方策略
- IV-HV 差值的历史分位数
风格说明
| 维度 | formal（波动率研究报告） | brief（快速波动率查看） |
|---|---|---|
| 篇幅 | 2-4 页 | 半页 |
| HV 多窗口 | 5 个窗口全部列出 + 趋势判断 | HV20 + HV60 两个关键窗口 |
| 波动率锥 | 完整分位数表 + 文字描述锥形 | 当前 HV20 所处分位 |
| GARCH | 完整参数 + 预测 + 模型诊断 | 一句话预测方向 |
| IV 对比 | 详细 HV-IV 分析 + 策略建议 | IV vs HV 一句话 |
| 波动率特征 | 聚集性/均值回归/非对称性分析 | 省略 |
| 结论 | 多维度总结 + 波动率交易建议 | 高/正常/低 + 趋势 |
| 免责声明 | 需要 | 不需要 |
关键规则
- 年化处理：所有波动率统一年化（*sqrt(252)），以百分比形式呈现
- 波动率锥判断：核心输出是"当前波动率在历史中的位置"，必须给出分位数
- 均值回归：波动率具有均值回归特性，极端值倾向回归到长期均值
- 波动率聚集：高波动之后往往跟随高波动，低波动之后往往跟随低波动
- GARCH 可选：如果 arch 库未安装，使用 EWMA 替代，结果标注为"EWMA 估计"
- IV 数据有限：仅部分 ETF 和个股有期权，无期权标的跳过 IV 对比环节
- A 股特色：注意涨跌停板对波动率计算的影响（涨跌停日波动率被低估），T+1 交易制度，新股上市初期波动率异常
- 数据量要求：GARCH 拟合建议至少 250 个交易日数据，波动率锥建议 2 年以上数据
© aifinlab, Apache-2.0. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file
Files
SKILL.md and 2 other files (scripts, references) in skills/a-share-volatility of aifinlab/FinClaw.
- SKILL.md
- references/volatility-guide.md
- scripts/volatility_analyzer.py
Open the folder on GitHubat commit 9e62862
Compare with similar skills
A Share Volatility next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.
| Skill | Stars | Used in | Tokens | Auto-check | Licence | Repo updated |
|---|---|---|---|---|---|---|
| A Share Volatility this skillaifinlab/FinClaw | 254 | — | ~781 | Automated safety check: Pass | Apache-2.0 | |
| ShareClickHouse/ClickHouse | 50k | — | ~558 | Automated safety check: Notes | Apache-2.0 | |
| Volatility Percentile StrategyHKUDS/Vibe-Trading | 35k | — | ~528 | Automated safety check: Pass | MIT | |
| SharingBuilderIO/agent-native | 7.1k | — | ~3.4k | Automated safety check: Pass | None | |
| Deslop Shared Libsgarrytan/gstack | 136k | — | ~3.3k | Automated safety check: Notes | MIT | |
| Skill Sharedavila7/claude-code-templates | 32k | 10 repos | ~729 | Automated safety check: Pass | MIT |
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Questions about A Share Volatility
What does A Share Volatility do?
A股波动率分析/GARCH建模。当用户说"波动率"、"volatility"、"GARCH"、"波动率锥"、"历史波动率"、"隐含波动率"、"HV"、"IV"、"波动率分位"、"XX波动率多少"、"波动率高吗"时触发。分析个股/指数的历史波动率、波动率锥、GARCH预测、隐含波动率对比，辅助判断当前波动率水平和未来波动率趋势。支持研报风格（formal）和快速查看风格（brief）。. A Share Volatility is an agent skill from aifinlab/FinClaw.
How do I install A Share Volatility in Claude Code?
Run `npx skills add aifinlab/FinClaw --skill a-share-volatility -a claude-code`. Or copy the skill folder (skills/a-share-volatility in aifinlab/FinClaw) into .claude/skills/a-share-volatility in your project. Claude Code loads it when a task matches its description.
How do I install A Share Volatility in Codex?
Run `npx skills add aifinlab/FinClaw --skill a-share-volatility -a codex`. Or copy the skill folder (skills/a-share-volatility in aifinlab/FinClaw) into .agents/skills/a-share-volatility in your project. Codex loads it when a task matches its description.
Can I use A Share Volatility in Cursor, Gemini CLI or GitHub Copilot?
Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add aifinlab/FinClaw --skill a-share-volatility -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/a-share-volatility, .gemini/skills/a-share-volatility, .github/skills/a-share-volatility and .opencode/skills/a-share-volatility in your project.
What does A Share Volatility need to run?
Going by SKILL.md and its folder, A Share Volatility needs Python for the scripts in its folder and the command-line tools its instructions call (python). Our summary lists: Python 3.
Does A Share Volatility access the network?
SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.
Is A Share Volatility safe to install?
Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. The check reads SKILL.md only: the scripts in the folder are not scanned, so read them before running anything.
What licence does A Share Volatility use?
A Share Volatility is published under the Apache-2.0 licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.
How many tokens does A Share Volatility use?
About 781 tokens (SKILL.md is roughly 3.1k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full. Its references folder adds about 1.7k tokens, read only when the agent opens those files.
What are the alternatives to A Share Volatility?
Skills that share tags, products or a category with A Share Volatility: Share (ClickHouse/ClickHouse, 50k stars), Volatility Percentile Strategy (HKUDS/Vibe-Trading, 35k stars), Sharing (BuilderIO/agent-native, 7.1k stars) and Deslop Shared Libs (garrytan/gstack, 136k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.
Who maintains A Share Volatility?
aifinlab (a GitHub user) maintains it in aifinlab/FinClaw, which has 254 GitHub stars. The repository holds 74 skills in this directory. The repository was last updated on May 13, 2026.
Source: aifinlab/FinClaw on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.