Lessons
- 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
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.
Data Science in Finance: 9-Book Bundle
Master R and Python for financial data science with our comprehensive bundle of 9 ebooks.
What's Included:
- Getting Started with R
- R Programming for Data Science
- Data Visualization with R
- Financial Time Series Analysis with R
- Quantitative Trading Strategies with R
- Derivatives with R
- Credit Risk Modelling With R
- Python for Data Science
- Machine Learning in Finance using Python
Each book includes PDFs, explanations, instructions, data files, and R code for all examples.
Get the Bundle for $29 (Regular $57)JOIN 30,000 DATA PROFESSIONALS
Free Guides - Getting Started with R and Python
Enter your name and email address below and we will email you the guides for R programming and Python.
