Struct VolatilityScaleResult 

#[non_exhaustive]
pub struct VolatilityScaleResult {
    pub total_realized_volatility: f64,
    pub smooth_component_volatility: f64,
    pub smooth_component_contribution_pct: f64,
    pub scale_components: Vec<VolatilityScaleComponent>,
    pub dominant_horizon: VolatilityHorizon,
    pub annualization_factor: Option<f64>,
    pub robust: bool,
    pub spectral_entropy: f64,
    pub normalized_entropy: f64,
}

Productized MODWT volatility-scale result.

Fields (Non-exhaustive)

Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.

total_realized_volatility: f64

Total volatility: √(Σ detail-band variance + smooth-band variance) on de-meaned returns, which by the MODWT energy identity (Percival & Walden 2000) equals the population standard deviation of the returns. NOTE: despite the field name this is not realized volatility in the Andersen–Bollerslev–Diebold–Labys (2003) sense; the name is retained for wire compatibility and is a candidate for renaming in a future breaking release.

smooth_component_volatility: f64

Smooth approximation component volatility.

smooth_component_contribution_pct: f64

Smooth approximation percentage contribution to total variance.

scale_components: Vec<VolatilityScaleComponent>

Per-scale detail volatility components.

dominant_horizon: VolatilityHorizon

Dominant volatility horizon, including smooth component when dominant.

annualization_factor: Option<f64>

Annualization factor applied to volatility values.

robust: bool

Whether MAD-based robust estimation was used.

spectral_entropy: f64

Raw Shannon spectral entropy of the variance distribution (detail bands plus the smooth band) in nats ([0, ln K]). Computed by the crate-internal spectral_entropy helper. Defaults to 0.0 when deserialising pre-existing payloads that predate this field.

normalized_entropy: f64

Normalised spectral entropy H / ln K ∈ [0, 1]: a regime-instability indicator. Near 0 = variance concentrated at one dominant scale (stable regime); near 1 = variance spread evenly across scales (diffuse, unstable regime). Naicker (2026, SSRN 6677659) §2.3.3; Shannon (1948).

Trait Implementations

impl Clone for VolatilityScaleResult

fn clone(&self) -> VolatilityScaleResult

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for VolatilityScaleResult

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for VolatilityScaleResult

fn eq(&self, other: &VolatilityScaleResult) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for VolatilityScaleResult