Analytical Approach to Calculating VaR (Variance-C...We earlier saw how VaR can be calculated using the parametric method. We will now look at this metho...
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
How to Calculate Historical Volatility
This video illustrates how to calculate the historical volatility (moving average volatility), using the example of historical returns. Historical daily volatility is the square root of the daily variance estimate.
This video is developed by David from Bionic Turtle.
You may find these interesting
Calculating VaR Using Historical SimulationThe fundamental assumption of the Historical Simulations methodology is that you base your results o...
Calculating VaR using Monte Carlo SimulationMonte Carlo Simulations correspond to an algorithm that generates random numbers that are used to co...
CFA Calculator: Financial Calculator for CFA ExamIn order to work with quantitative sections of the study material, it is important that you be able ...
Calculating Net Present Value (NPV) and Internal R...### Net Present Value (NPV) Function
The NPV function calculates the present value of a series of c...
Three Methodologies for Calculating VaRThere are three major methodologies for calculating VaR.
- Parametric
- Monte Carlo
- Histori...
Statistical Foundations: Predicting VolatilityFollowing are the major steps we take to estimate volatility, using the S&P 500 Index:
- Let's lo...
Time Scaling of VolatilityDiscover how to scale standard deviation to different time horizons. We know that risk increases wit...
How to Calculate Earnings Before Interest and Tax ...This video will show you how to use the EBIT calculating system to figure out what a company's profi...
Calculating the Macaulay Duration Using ExcelThis video takes a simple example and demonstrates how the duration of the bond is calculated using ...
Finance Train Premium
Accelerate your finance career with cutting-edge data skills.
Join Finance Train Premium for unlimited access to a growing library of ebooks, projects and code examples covering financial modeling, data analysis, data science, machine learning, algorithmic trading strategies, and more applied to real-world finance scenarios.
I WANT TO JOINJOIN 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.
