Using the market price for an option on Google's stock, I use Excel's GOAL SEEK function to estimate implied volatility. Implied volatility is a reverse-engineering...
GARCH(1,1) estimates volatility in a similar way to EWMA (i.e., by conditioning on new information) EXCEPT it adds a term for mean reversion: it says...
Pakistan stands with the U.S. against international terrorism, the Muslim nation's presidential front-runner wrote in a column appearing Thursday amid furor over a U.S.-led cross-border...
We can forecast volatility with GARCH(1,1). The key parameter is persistence (alpha + beta): high persistence implies slow decay toward the long run average
Mark Hebner explains market volatility, market timing and the best direction to take during these times. Mark describes that buying and holding for longer periods...
