Volatility Indicator Development

I need a synthetic volatility indicator. It should be designed for commodities and indices, using historical data only.

Key Requirements:
- Applicability to commodities and indices
- Based on historical data
- Customizable parameters

Ideal Skills & Experience:
- Expertise in financial markets, especially commodities and indices
- Strong background in technical analysis
- Proficiency in developing trading indicators
- Experience with historical data processing and analysis

Please provide examples of previous similar work.