Add Python version of IndicatorVolatilityModelAlgorithm (#9580)

Port the C# regression algorithm demonstrating IndicatorVolatilityModel
usage, including how to reset and warm up the indicator on splits and
dividends to avoid volatility jumps from price discontinuities, and
enable the Python variant in the regression test suite.

Closes #6375


Claude-Session: https://claude.ai/code/session_01R7LGdW3eC9za8WMrtssHGr

Co-authored-by: Claude Fable 5 <noreply@anthropic.com>

Algorithm.CSharp/IndicatorVolatilityModelAlgorithm.cs

@@ -128,7 +128,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// This is used by the regression test system to indicate which languages this algorithm is written in.
         /// </summary>
-        public List<Language> Languages { get; } = new() { Language.CSharp };
+        public List<Language> Languages { get; } = new() { Language.CSharp, Language.Python };
 
         /// <summary>
         /// Data Points count of all timeslices of algorithm