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Using Excel's Goal Seek Function to Estimate Implied Volatility

In this video, you will learn how to estimate implied volatility. Using the market price for an option on Google's stock, the video demonstrates how to use Excel's GOAL SEEK function to estimate implied volatility. Implied volatility is a reverse-engineering exercise: we find the volatility that produces a Model Value = Market Price.

This video is developed by David from Bionic Turtle.

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Approaches to Estimating Volatility

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Volatility: Moving Average Approaches

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Volatility

8 lessons

01
How to Calculate Historical Volatility
02
Approaches to Estimating Volatility
03
Using Excel's Goal Seek Function to Estimate Implied Volatility
04
Volatility: Moving Average Approaches
05
Volatility: Exponentially Weighted Moving Average (EWMA)
06
Using GARCH (1,1) Approach to Estimate Volatility
07
How to Forecast Volatility Using GARCH (1,1)
08
Calculate Historical Volatility Using EWMA

Topics

Risk Management