Volatility forecasting and options.

Forecast volatility first: GARCH and HAR against neural forecasters and the VIX, scored with QLIKE and audited for leaks, then turned into a position size.

Then take it to options: from Black–Scholes σ to an arbitrage-free SPX surface, AI with guardrails, and Greeks tested on real trading days.

This path is the course material for the Advanced Volatility Forecasting: Classical vs AI bootcamp. Education, not financial advice.