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Ebooks / Volatility / Chapter 2 of 8

Approaches to Estimating Volatility

⚠️Risk ManagementAugust 15, 2012 · 1 min read

There are lots of ways to estimate volatility. This video provides you an overview of the different approaches. It talks about implied volatility (forward looking) and deterministic (constant) and focus on stochastic volatility: volatility that changes over time, either via (conditional) recent volatility and/or random shocks.

This video is developed by David from Bionic Turtle.