Yang Zhang extension of the Garman-Klass Volatility Estimator

This is the Yang and Zhang extension of the Garman and Klass historical volatility estimator.
The equation was modified to include the logarithm of the open price divided by the preceding close price. As a result, this function uses the open, high, low and close prices to estimate volatility.
This modification allows the volatility estimator to account for the opening jumps, but as the original function, it assumes that the underlying follows a Brownian motion with zero drift (the historical mean return should be equal to zero).

The estimator tend to overestimate the volatility when the drift is different from zero, however, for a zero drift motion, this estimator has an efficiency of eight times the classic close-to-close estimator (standard deviation).

As the other volatility functions: Historical High-Low Volatility: Parkinson, Garman-Klass Volatility Estimator, Rogers-Satchell Volatility Estimator, this function accepts one parameter:
Lookback: This parameter defines the period to use to estimate historical volatility.
If the specified lookback parameter is negative or equal to zero, then a lookback period of Max(1, orginal_lookback) is used.

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