  We present a theory of homogeneous volatility bridge estimators for log-price
stochastic processes. The main tool of our theory is the parsimonious encoding
of the information contained in the open, high and low prices of incomplete
bridge, corresponding to given log-price stochastic process, and in its close
value, for a given time interval. The efficiency of the new proposed estimators
is favorably compared with that of the Garman-Klass and Parkinson estimators.
