Approaches to Estimating Volatility
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.
- How to Calculate Historical Volatility
- Approaches to Estimating Volatility
- Using Excel's Goal Seek Function to Estimate Implied Volatility
- Volatility: Moving Average Approaches
- Volatility: Exponentially Weighted Moving Average (EWMA)
- Using GARCH (1,1) Approach to Estimate Volatility
- How to Forecast Volatility Using GARCH (1,1)
- Calculate Historical Volatility Using EWMA